-100.0%
SOXS vs WMB
+304.7%
-404.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.2% | +4.6% |
| 7D | -9.4% | -1.7% | -7.8% | -10.8% |
| 30D | +6.2% | +0.7% | +5.4% | +7.2% |
| 3M | -28.0% | +1.5% | -29.5% | -25.9% |
| 6M | -99.2% | +0.1% | -99.2% | -99.6% |
| YTD | -99.5% | +22.9% | -122.4% | -99.7% |
| 1Y | -99.7% | +27.9% | -127.6% | -99.8% |
| 3Y | -100.0% | +139.1% | -239.1% | -100.0% |
| 5Y | -100.0% | +270.9% | -370.9% | -100.0% |
| All | -100.0% | +304.7% | -404.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling