-100.0%
SOXS vs WPM
+267.3%
-367.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.6% | -3.7% |
| 7D | -4.7% | -0.6% | -4.2% | -4.9% |
| 30D | +7.7% | +14.4% | -6.7% | +22.6% |
| 3M | -10.2% | +37.0% | -47.1% | +28.1% |
| 6M | -99.2% | +4.1% | -103.3% | -98.5% |
| YTD | -99.5% | +31.7% | -131.2% | -98.9% |
| 1Y | -99.8% | +44.2% | -143.9% | -99.4% |
| 3Y | -100.0% | +265.5% | -365.5% | -99.9% |
| All | -100.0% | +267.3% | -367.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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