+156.1%
SOXL vs W
-63.9%
+220.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.4% | -6.2% |
| 7D | +8.5% | +0.5% | +8.0% | +8.4% |
| 30D | -13.0% | -5.6% | -7.4% | -9.8% |
| 3M | -35.9% | +41.9% | -77.8% | -51.1% |
| 6M | +112.1% | +30.2% | +81.8% | +73.2% |
| YTD | +175.4% | -2.9% | +178.4% | +171.9% |
| 1Y | +304.9% | +11.6% | +293.3% | +246.1% |
| 3Y | +448.6% | +37.0% | +411.6% | +272.4% |
| 5Y | +156.1% | -62.8% | +218.9% | +243.3% |
| All | +156.1% | -63.9% | +220.0% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling