-100.0%
SOXS vs WDAY
-25.5%
-74.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -16.6% | -7.4% | -9.2% | -16.9% |
| 30D | -4.4% | +1.0% | -5.4% | -4.0% |
| 3M | -26.2% | +32.7% | -58.9% | -27.6% |
| 6M | -99.3% | +25.6% | -124.9% | -99.5% |
| YTD | -99.5% | -13.4% | -86.2% | -99.8% |
| 1Y | -99.8% | -19.4% | -80.4% | -99.9% |
| All | -100.0% | -25.5% | -74.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling