-100.0%
SOXS vs WBD
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +8.9% |
| 7D | -9.4% | -0.6% | -8.8% | -10.0% |
| 30D | +6.2% | +4.2% | +2.0% | +9.5% |
| 3M | -28.0% | +7.5% | -35.5% | -23.4% |
| 6M | -99.2% | +1.6% | -100.8% | -99.2% |
| YTD | -99.5% | -2.2% | -97.3% | -99.5% |
| 1Y | -99.7% | +124.9% | -224.6% | -99.5% |
| 3Y | -100.0% | +149.1% | -249.1% | -99.9% |
| 5Y | -100.0% | +7.8% | -107.8% | -100.0% |
| 10Y | -100.0% | +14.9% | -114.9% | -100.0% |
| All | -100.0% | +74.1% | -174.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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