-100.0%
SOXS vs WDC
+1,293.4%
-1,393.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.4% | +12.5% | +1.7% |
| 7D | -9.4% | +4.4% | -13.8% | -2.3% |
| 30D | +6.2% | +5.3% | +0.9% | +19.6% |
| 3M | -28.0% | -5.9% | -22.1% | -2.4% |
| 6M | -99.2% | +73.2% | -172.4% | -90.8% |
| YTD | -99.5% | +167.8% | -267.3% | -87.6% |
| 1Y | -99.7% | +386.0% | -485.7% | -81.9% |
| All | -100.0% | +1,293.4% | -1,393.3% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling