-100.0%
SOXS vs WELL
+356.7%
-456.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.9% |
| 30D | +7.7% | +2.3% | +5.4% | +9.6% |
| 3M | -10.2% | +12.3% | -22.4% | -3.2% |
| 6M | -99.2% | +15.6% | -114.8% | -99.0% |
| YTD | -99.5% | +28.3% | -127.8% | -99.3% |
| 1Y | -99.8% | +41.9% | -141.7% | -99.6% |
| 3Y | -100.0% | +198.3% | -298.3% | -99.9% |
| 5Y | -100.0% | +206.4% | -306.4% | -100.0% |
| All | -100.0% | +356.7% | -456.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling