-100.0%
SOXS vs WDAY
+287.7%
-387.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -9.3% |
| 7D | -15.6% | -6.1% | -9.5% | -20.9% |
| 30D | +4.8% | +3.7% | +1.1% | +6.6% |
| 3M | -21.6% | +29.6% | -51.2% | -13.9% |
| 6M | -99.3% | +23.3% | -122.7% | -99.8% |
| YTD | -99.5% | -13.3% | -86.3% | -99.9% |
| 1Y | -99.8% | -19.6% | -80.1% | -100.0% |
| 3Y | -100.0% | -25.7% | -74.3% | -100.0% |
| 5Y | -100.0% | -31.6% | -68.4% | -100.0% |
| 10Y | -100.0% | +109.9% | -209.9% | -100.0% |
| All | -100.0% | +287.7% | -387.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling