-100.0%
SOXS vs WAB
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -2.9% |
| 7D | -4.7% | +0.1% | -4.9% | -4.3% |
| 30D | +7.7% | -4.1% | +11.8% | -1.8% |
| 3M | -10.2% | +8.2% | -18.3% | +16.9% |
| 6M | -99.2% | +15.4% | -114.6% | -97.5% |
| YTD | -99.5% | +33.1% | -132.7% | -97.8% |
| 1Y | -99.8% | +48.1% | -147.8% | -98.4% |
| 3Y | -100.0% | +167.7% | -267.7% | -99.2% |
| All | -100.0% | +221.8% | -321.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling