-100.0%
SOXS vs WAB
+1,376.2%
-1,476.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -3.9% |
| 7D | -15.6% | +1.7% | -17.2% | -13.1% |
| 30D | +4.8% | -2.4% | +7.2% | +1.3% |
| 3M | -21.6% | +9.7% | -31.3% | -2.0% |
| 6M | -99.3% | +16.5% | -115.9% | -98.5% |
| YTD | -99.5% | +33.7% | -133.2% | -98.6% |
| 1Y | -99.8% | +49.7% | -149.5% | -99.2% |
| 3Y | -100.0% | +170.9% | -270.9% | -99.8% |
| 5Y | -100.0% | +228.0% | -328.0% | -99.9% |
| 10Y | -100.0% | +284.8% | -384.8% | -100.0% |
| All | -100.0% | +1,376.2% | -1,476.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling