-100.0%
SOXS vs WDAY
+114.9%
-214.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.2% |
| 7D | -4.7% | -5.2% | +0.4% | -9.9% |
| 30D | +7.7% | +5.9% | +1.8% | +12.7% |
| 3M | -10.2% | +42.3% | -52.4% | +12.3% |
| 6M | -99.2% | +34.7% | -133.9% | -99.8% |
| YTD | -99.5% | -13.5% | -86.0% | -99.9% |
| 1Y | -99.8% | -18.1% | -81.7% | -100.0% |
| 3Y | -100.0% | -26.4% | -73.6% | -100.0% |
| 5Y | -100.0% | -30.6% | -69.4% | -100.0% |
| All | -100.0% | +114.9% | -214.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling