-100.0%
SOXS vs WST
+2,201.4%
-2,301.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.2% | +9.8% | +12.5% |
| 7D | -28.4% | +4.2% | -32.6% | -24.1% |
| 30D | +19.4% | +11.2% | +8.2% | +39.4% |
| 3M | +28.2% | +20.4% | +7.8% | +62.9% |
| 6M | -37.7% | +37.9% | -75.6% | -5.4% |
| YTD | -91.6% | +51.8% | -143.4% | -84.8% |
| 1Y | -93.1% | +56.6% | -149.7% | -86.9% |
| 3Y | -99.7% | +24.2% | -123.9% | -99.5% |
| 5Y | -99.9% | +0.7% | -100.6% | -99.9% |
| 10Y | -100.0% | +456.3% | -556.3% | -100.0% |
| All | -100.0% | +2,201.4% | -2,301.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling