-91.6%
SOXS vs WAT
+32.9%
-124.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +10.3% |
| 7D | +46.7% | -1.9% | +48.6% | +45.5% |
| 30D | +97.0% | +6.2% | +90.7% | +110.0% |
| 3M | +39.5% | +18.1% | +21.5% | +63.0% |
| 6M | -54.9% | +54.9% | -109.8% | -32.1% |
| YTD | -90.4% | +23.1% | -113.5% | -86.3% |
| 1Y | -91.6% | +27.3% | -118.9% | -87.8% |
| All | -91.6% | +32.9% | -124.6% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling