+190.8%
WSM vs SOXQ
+279.9%
-89.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.3% |
| 7D | +0.4% | +2.3% | -1.9% | -0.8% |
| 30D | -10.7% | -3.9% | -6.8% | -9.1% |
| 3M | +8.5% | -4.7% | +13.2% | +7.8% |
| 6M | +19.6% | +47.9% | -28.3% | -10.3% |
| YTD | +26.6% | +64.3% | -37.7% | -11.2% |
| 1Y | +12.0% | +95.7% | -83.8% | -30.4% |
| 3Y | +226.6% | +231.5% | -4.9% | +38.6% |
| 5Y | +174.1% | +255.0% | -80.9% | +7.8% |
| All | +190.8% | +279.9% | -89.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling