-91.6%
SOXS vs WDC
+114.4%
-206.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.8% | +15.5% | +0.2% |
| 7D | +46.7% | -18.3% | +65.0% | +18.1% |
| 30D | +97.0% | -26.7% | +123.6% | +47.5% |
| 3M | +39.5% | -40.9% | +80.5% | -17.3% |
| 6M | -54.9% | -26.8% | -28.2% | -46.9% |
| YTD | -90.4% | +88.2% | -178.6% | -62.3% |
| 1Y | -91.6% | +113.2% | -204.8% | -60.0% |
| All | -91.6% | +114.4% | -206.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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