+4,921.3%
SOXL vs W
+158.6%
+4,762.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.5% |
| 7D | +3.9% | -0.9% | +4.7% | +4.6% |
| 30D | -14.3% | -4.2% | -10.1% | -12.2% |
| 3M | -45.6% | +26.9% | -72.5% | -54.7% |
| 6M | +117.2% | +31.2% | +86.0% | +80.1% |
| YTD | +189.8% | -1.8% | +191.7% | +186.2% |
| 1Y | +317.7% | +9.3% | +308.4% | +269.6% |
| 3Y | +478.6% | +33.2% | +445.4% | +330.6% |
| 5Y | +169.5% | -62.4% | +231.9% | +250.7% |
| All | +4,921.3% | +158.6% | +4,762.7% | +1,983.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling