-99.8%
SOXS vs WAT
+41.4%
-141.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -10.9% |
| 7D | -7.0% | -1.3% | -5.7% | -7.8% |
| 30D | +2.8% | +2.3% | +0.5% | +4.6% |
| 3M | -9.8% | +8.7% | -18.6% | -2.6% |
| 6M | -99.2% | +28.3% | -127.5% | -99.1% |
| YTD | -99.5% | +7.8% | -107.3% | -99.5% |
| 1Y | -99.8% | +36.6% | -136.4% | -99.7% |
| All | -99.8% | +41.4% | -141.2% | -99.7% |
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