+31.1%
WTW vs SOXQ
+286.7%
-255.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -5.7% | +0.8% | -6.5% | -5.8% |
| 30D | -7.3% | -4.6% | -2.7% | -7.0% |
| 3M | +21.5% | -10.2% | +31.6% | +21.6% |
| 6M | +9.6% | +49.7% | -40.0% | +2.6% |
| YTD | -3.3% | +67.2% | -70.5% | -11.2% |
| 1Y | -6.1% | +98.0% | -104.1% | -16.4% |
| 3Y | +61.8% | +237.2% | -175.3% | +22.2% |
| 5Y | +42.7% | +261.3% | -218.6% | 0.0% |
| All | +31.1% | +286.7% | -255.6% | -9.6% |
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