-100.0%
SOXS vs WDC
+2,039.5%
-2,139.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -0.5% |
| 7D | -16.6% | +7.5% | -24.0% | -7.5% |
| 30D | -4.4% | +10.1% | -14.4% | +12.8% |
| 3M | -26.2% | -6.8% | -19.4% | -2.0% |
| 6M | -99.3% | +84.1% | -183.4% | -92.0% |
| YTD | -99.5% | +180.3% | -279.8% | -89.9% |
| 1Y | -99.8% | +411.1% | -510.9% | -88.3% |
| 3Y | -100.0% | +1,375.0% | -1,475.0% | -92.3% |
| 5Y | -100.0% | +991.6% | -1,091.6% | -98.1% |
| 10Y | -100.0% | +1,309.1% | -1,409.1% | -100.0% |
| All | -100.0% | +2,039.5% | -2,139.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling