-100.0%
SOXS vs WSM
+2,600.6%
-2,700.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -2.0% |
| 7D | -16.6% | +2.6% | -19.2% | -14.1% |
| 30D | -4.4% | -9.3% | +4.9% | -13.5% |
| 3M | -26.2% | +7.1% | -33.3% | -18.3% |
| 6M | -99.3% | +21.7% | -121.0% | -98.5% |
| YTD | -99.5% | +28.7% | -128.3% | -98.9% |
| 1Y | -99.8% | +13.9% | -113.6% | -99.6% |
| 3Y | -100.0% | +232.2% | -332.1% | -99.8% |
| 5Y | -100.0% | +176.4% | -276.4% | -100.0% |
| 10Y | -100.0% | +1,072.4% | -1,172.4% | -100.0% |
| All | -100.0% | +2,600.6% | -2,700.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling