-100.0%
SOXS vs WFC
+358.1%
-458.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -8.1% |
| 7D | -15.6% | +1.1% | -16.6% | -14.3% |
| 30D | +4.8% | +0.8% | +3.9% | +5.5% |
| 3M | -21.6% | +9.3% | -30.9% | -11.4% |
| 6M | -99.3% | +10.6% | -110.0% | -98.9% |
| YTD | -99.5% | -4.1% | -95.5% | -99.4% |
| 1Y | -99.8% | +13.6% | -113.3% | -99.6% |
| 3Y | -100.0% | +130.7% | -230.7% | -99.9% |
| 5Y | -100.0% | +126.7% | -226.7% | -100.0% |
| 10Y | -100.0% | +132.1% | -232.1% | -100.0% |
| All | -100.0% | +358.1% | -458.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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