-100.0%
SOXS vs WWD
+1,164.6%
-1,264.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -7.7% |
| 7D | -15.6% | +0.8% | -16.4% | -14.6% |
| 30D | +4.8% | -6.4% | +11.2% | -3.5% |
| 3M | -21.6% | -5.6% | -16.0% | -25.0% |
| 6M | -99.3% | -9.1% | -90.2% | -98.9% |
| YTD | -99.5% | +12.5% | -112.0% | -98.9% |
| 1Y | -99.8% | +41.3% | -141.1% | -99.3% |
| 3Y | -100.0% | +170.2% | -270.2% | -99.8% |
| 5Y | -100.0% | +192.5% | -292.5% | -99.9% |
| 10Y | -100.0% | +476.9% | -576.9% | -100.0% |
| All | -100.0% | +1,164.6% | -1,264.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling