-100.0%
SOXS vs WM
+879.8%
-979.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.2% | -9.0% | -12.0% |
| 7D | -7.0% | -0.3% | -6.7% | -7.6% |
| 30D | +2.8% | -2.4% | +5.2% | -1.7% |
| 3M | -9.8% | +0.4% | -10.3% | -19.4% |
| 6M | -99.2% | -9.5% | -89.7% | -99.6% |
| YTD | -99.5% | +0.5% | -100.0% | -99.7% |
| 1Y | -99.8% | -1.1% | -98.7% | -99.9% |
| 3Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 5Y | -100.0% | +51.8% | -151.8% | -100.0% |
| 10Y | -100.0% | +307.5% | -407.5% | -100.0% |
| All | -100.0% | +879.8% | -979.8% | -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