+55.9%
SOXL vs W
+21.5%
+34.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +11.0% | -19.8% | -15.6% |
| 7D | -37.9% | +8.4% | -46.3% | -41.3% |
| 30D | -59.4% | +16.5% | -75.9% | -63.3% |
| 3M | -52.3% | +6.4% | -58.7% | -54.8% |
| 6M | -47.7% | +90.5% | -138.2% | -68.0% |
| YTD | +58.8% | +23.1% | +35.7% | +28.2% |
| 1Y | +55.9% | +24.3% | +31.6% | +25.2% |
| All | +55.9% | +21.5% | +34.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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