-100.0%
SOXS vs WPM
+1,152.5%
-1,252.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.3% |
| 7D | -16.6% | +3.9% | -20.4% | -14.9% |
| 30D | -4.4% | +17.7% | -22.0% | +4.6% |
| 3M | -26.2% | +39.4% | -65.7% | -7.9% |
| 6M | -99.3% | +6.4% | -105.7% | -98.9% |
| YTD | -99.5% | +34.0% | -133.5% | -99.2% |
| 1Y | -99.8% | +50.5% | -150.3% | -99.6% |
| 3Y | -100.0% | +280.3% | -380.3% | -100.0% |
| 5Y | -100.0% | +266.3% | -366.3% | -100.0% |
| 10Y | -100.0% | +550.8% | -650.8% | -100.0% |
| All | -100.0% | +1,152.5% | -1,252.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling