-99.3%
SOXS vs WAB
+16.6%
-115.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -5.6% |
| 7D | -16.6% | +0.2% | -16.8% | -15.9% |
| 30D | -4.4% | -4.6% | +0.2% | -14.8% |
| 3M | -26.2% | +5.6% | -31.9% | -5.7% |
| 6M | -99.3% | +13.8% | -113.1% | -97.0% |
| All | -99.3% | +16.6% | -115.9% | -97.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling