-100.0%
SOXS vs WSM
+230.1%
-330.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -4.3% |
| 7D | -4.7% | -0.5% | -4.2% | -5.1% |
| 30D | +7.7% | -7.7% | +15.5% | -1.0% |
| 3M | -10.2% | +3.8% | -13.9% | -5.2% |
| 6M | -99.2% | +22.7% | -121.9% | -98.3% |
| YTD | -99.5% | +28.0% | -127.5% | -98.9% |
| 1Y | -99.8% | +12.7% | -112.5% | -99.5% |
| 3Y | -100.0% | +231.3% | -331.3% | -99.9% |
| All | -100.0% | +230.1% | -330.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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