-100.0%
SOXS vs WMB
+145.3%
-245.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.7% |
| 7D | -16.6% | 0.0% | -16.6% | -16.5% |
| 30D | -4.4% | +4.6% | -9.0% | -0.3% |
| 3M | -26.2% | +5.7% | -32.0% | -21.4% |
| 6M | -99.3% | +4.2% | -103.5% | -99.6% |
| YTD | -99.5% | +26.8% | -126.4% | -99.7% |
| 1Y | -99.8% | +34.7% | -134.5% | -99.8% |
| All | -100.0% | +145.3% | -245.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling