-100.0%
SOXS vs WDAY
-31.8%
-68.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.7% |
| 7D | -9.4% | -10.5% | +1.1% | -16.7% |
| 30D | +6.2% | +2.1% | +4.0% | +7.1% |
| 3M | -28.0% | +34.6% | -62.7% | -20.6% |
| 6M | -99.2% | +29.9% | -129.1% | -99.7% |
| YTD | -99.5% | -13.8% | -85.7% | -99.9% |
| 1Y | -99.7% | -18.3% | -81.5% | -100.0% |
| 3Y | -100.0% | -26.2% | -73.8% | -100.0% |
| 5Y | -100.0% | -30.8% | -69.2% | -100.0% |
| All | -100.0% | -31.8% | -68.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling