-100.0%
SOXS vs WTW
+425.4%
-525.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.5% |
| 7D | -4.7% | -5.7% | +1.0% | -12.2% |
| 30D | +7.7% | -7.3% | +15.0% | -4.1% |
| 3M | -10.2% | +21.5% | -31.6% | +8.9% |
| 6M | -99.2% | +9.6% | -108.8% | -99.3% |
| YTD | -99.5% | -3.3% | -96.2% | -99.7% |
| 1Y | -99.8% | -6.1% | -93.6% | -99.8% |
| 3Y | -100.0% | +61.8% | -161.8% | -100.0% |
| 5Y | -100.0% | +42.7% | -142.7% | -100.0% |
| 10Y | -100.0% | +197.2% | -297.2% | -100.0% |
| All | -100.0% | +425.4% | -525.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling