-100.0%
SOXS vs WST
-27.5%
-72.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.1% |
| 7D | -16.6% | -1.7% | -14.9% | -17.7% |
| 30D | -4.4% | -4.3% | 0.0% | -7.6% |
| 3M | -26.2% | +0.7% | -27.0% | -25.0% |
| 6M | -99.3% | +36.0% | -135.3% | -99.0% |
| YTD | -99.5% | +22.7% | -122.3% | -99.4% |
| 1Y | -99.8% | +34.1% | -133.9% | -99.7% |
| 3Y | -100.0% | -13.6% | -86.4% | -100.0% |
| 5Y | -100.0% | -26.0% | -74.0% | -100.0% |
| All | -100.0% | -27.5% | -72.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling