-100.0%
SOXS vs WELL
+201.2%
-301.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.0% |
| 7D | -16.6% | -1.1% | -15.4% | -16.8% |
| 30D | -4.4% | +0.7% | -5.1% | -4.1% |
| 3M | -26.2% | +14.5% | -40.8% | -22.4% |
| 6M | -99.3% | +14.4% | -113.7% | -99.1% |
| YTD | -99.5% | +28.5% | -128.0% | -99.4% |
| 1Y | -99.8% | +41.8% | -141.5% | -99.7% |
| All | -100.0% | +201.2% | -301.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling