-100.0%
SOXS vs WST
+341.6%
-441.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +10.3% |
| 7D | -9.4% | +0.4% | -9.9% | -9.3% |
| 30D | +6.2% | -2.0% | +8.2% | +3.7% |
| 3M | -28.0% | +4.1% | -32.1% | -24.3% |
| 6M | -99.2% | +47.4% | -146.6% | -98.7% |
| YTD | -99.5% | +25.4% | -124.9% | -99.3% |
| 1Y | -99.7% | +35.3% | -135.1% | -99.6% |
| 3Y | -100.0% | -11.7% | -88.3% | -100.0% |
| 5Y | -100.0% | -24.0% | -76.0% | -100.0% |
| All | -100.0% | +341.6% | -441.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling