-100.0%
SOXS vs WEC
+638.7%
-738.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -5.9% | -4.1% |
| 7D | -15.6% | +0.8% | -16.4% | -15.1% |
| 30D | +4.8% | +0.3% | +4.4% | +5.1% |
| 3M | -21.6% | -2.9% | -18.7% | -24.4% |
| 6M | -99.3% | -5.9% | -93.4% | -99.4% |
| YTD | -99.5% | +4.1% | -103.7% | -99.5% |
| 1Y | -99.8% | +3.1% | -102.9% | -99.8% |
| 3Y | -100.0% | +40.8% | -140.8% | -100.0% |
| 5Y | -100.0% | +31.7% | -131.7% | -100.0% |
| 10Y | -100.0% | +141.1% | -241.1% | -100.0% |
| All | -100.0% | +638.7% | -738.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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