-100.0%
SOXS vs WM
+961.8%
-1,061.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.1% | -10.6% | -15.5% |
| 7D | +36.2% | +1.2% | +35.0% | +36.5% |
| 30D | +131.5% | +13.1% | +118.4% | +163.2% |
| 3M | +60.5% | +3.6% | +56.9% | +57.0% |
| 6M | -25.9% | +8.1% | -34.0% | -32.6% |
| YTD | -88.3% | +8.9% | -97.2% | -89.5% |
| 1Y | -89.6% | +20.3% | -109.9% | -89.1% |
| 3Y | -99.6% | +46.2% | -145.8% | -99.4% |
| 5Y | -99.9% | +59.9% | -159.8% | -99.8% |
| 10Y | -100.0% | +345.6% | -445.6% | -100.0% |
| All | -100.0% | +961.8% | -1,061.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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