-100.0%
SOXS vs WWD
+187.1%
-287.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.5% | +5.7% |
| 7D | -9.4% | -2.9% | -6.6% | -13.6% |
| 30D | +6.2% | -6.6% | +12.8% | -4.3% |
| 3M | -28.0% | -9.3% | -18.7% | -36.5% |
| 6M | -99.2% | -13.6% | -85.6% | -98.7% |
| YTD | -99.5% | +10.4% | -109.8% | -98.7% |
| 1Y | -99.7% | +39.9% | -139.6% | -99.0% |
| 3Y | -100.0% | +165.0% | -265.0% | -99.6% |
| 5Y | -100.0% | +183.8% | -283.8% | -99.9% |
| All | -100.0% | +187.1% | -287.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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