-100.0%
SOXS vs WDC
+918.2%
-1,018.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -10.1% |
| 7D | -4.7% | -4.3% | -0.4% | -10.6% |
| 30D | +7.7% | -1.5% | +9.2% | +9.4% |
| 3M | -10.2% | -15.5% | +5.3% | -0.5% |
| 6M | -99.2% | +66.5% | -165.7% | -90.4% |
| YTD | -99.5% | +159.9% | -259.4% | -86.5% |
| 1Y | -99.8% | +366.0% | -465.7% | -79.8% |
| 3Y | -100.0% | +1,285.8% | -1,385.8% | -76.1% |
| All | -100.0% | +918.2% | -1,018.2% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling