-91.6%
SOXS vs WDAY
-14.6%
-77.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +7.1% |
| 7D | +46.7% | -1.2% | +47.9% | +48.1% |
| 30D | +97.0% | +6.8% | +90.1% | +86.9% |
| 3M | +39.5% | +17.8% | +21.7% | +18.7% |
| 6M | -54.9% | +57.8% | -112.8% | -69.1% |
| YTD | -90.4% | -6.0% | -84.4% | -93.4% |
| 1Y | -91.6% | -13.5% | -78.1% | -94.5% |
| All | -91.6% | -14.6% | -77.0% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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