-100.0%
SOXS vs WAT
+529.9%
-629.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -11.7% |
| 7D | -7.0% | -1.3% | -5.7% | -8.8% |
| 30D | +2.8% | +2.3% | +0.5% | +6.7% |
| 3M | -9.8% | +8.7% | -18.6% | +6.7% |
| 6M | -99.2% | +28.3% | -127.5% | -99.1% |
| YTD | -99.5% | +7.8% | -107.3% | -99.6% |
| 1Y | -99.8% | +36.6% | -136.4% | -99.7% |
| 3Y | -100.0% | +45.7% | -145.7% | -100.0% |
| 5Y | -100.0% | -3.3% | -96.7% | -100.0% |
| 10Y | -100.0% | +162.1% | -262.1% | -100.0% |
| All | -100.0% | +529.9% | -629.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling