-99.9%
SOXS vs WST
-0.3%
-99.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.6% |
| 7D | -43.7% | +4.9% | -48.6% | -41.0% |
| 30D | +22.2% | +10.7% | +11.5% | +34.8% |
| 3M | +13.0% | +16.8% | -3.8% | +29.5% |
| 6M | -47.7% | +32.0% | -79.6% | -33.3% |
| YTD | -92.5% | +49.9% | -142.4% | -88.8% |
| 1Y | -93.1% | +50.6% | -143.8% | -89.7% |
| 3Y | -99.7% | +21.4% | -121.2% | -99.6% |
| All | -99.9% | -0.3% | -99.7% | -99.9% |
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