-99.8%
SOXS vs WTW
+3.0%
-102.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.1% | -8.1% | -7.1% |
| 7D | -7.0% | -2.6% | -4.4% | -3.2% |
| 30D | +2.8% | -1.0% | +3.8% | +4.8% |
| 3M | -9.8% | +29.9% | -39.8% | -37.0% |
| 6M | -99.2% | +10.7% | -109.9% | -99.3% |
| YTD | -99.5% | +2.6% | -102.1% | -99.6% |
| 1Y | -99.8% | +2.8% | -102.5% | -99.8% |
| All | -99.8% | +3.0% | -102.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling