+7,362.1%
SOXL vs W
+176.2%
+7,185.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.4% |
| 7D | +5.3% | -4.2% | +9.5% | +8.0% |
| 30D | -11.2% | -7.6% | -3.6% | -7.3% |
| 3M | -55.4% | +37.2% | -92.5% | -63.3% |
| 6M | +107.1% | +26.3% | +80.8% | +79.1% |
| YTD | +179.0% | -1.0% | +180.0% | +175.5% |
| 1Y | +357.4% | +20.1% | +337.3% | +288.7% |
| 3Y | +397.5% | +37.8% | +359.7% | +280.1% |
| 5Y | +155.9% | -63.7% | +219.5% | +232.7% |
| 10Y | +4,301.6% | +156.3% | +4,145.3% | +2,123.8% |
| All | +7,362.1% | +176.2% | +7,185.9% | +3,639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling