-99.7%
SOXS vs WST
+22.8%
-122.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.7% |
| 7D | -43.7% | +4.9% | -48.6% | -42.2% |
| 30D | +22.2% | +10.7% | +11.5% | +29.0% |
| 3M | +13.0% | +16.8% | -3.8% | +21.8% |
| 6M | -47.7% | +32.0% | -79.6% | -40.2% |
| YTD | -92.5% | +49.9% | -142.4% | -90.6% |
| 1Y | -93.1% | +50.6% | -143.8% | -91.4% |
| All | -99.7% | +22.8% | -122.5% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling