-100.0%
SOXS vs WELL
+207.6%
-307.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.0% |
| 7D | -9.4% | -2.2% | -7.2% | -11.3% |
| 30D | +6.2% | +4.7% | +1.5% | +10.2% |
| 3M | -28.0% | +11.9% | -40.0% | -22.3% |
| 6M | -99.2% | +14.3% | -113.5% | -98.9% |
| YTD | -99.5% | +28.4% | -127.9% | -99.3% |
| 1Y | -99.7% | +42.3% | -142.0% | -99.6% |
| 3Y | -100.0% | +202.6% | -302.6% | -99.9% |
| 5Y | -100.0% | +206.5% | -306.5% | -100.0% |
| All | -100.0% | +207.6% | -307.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling