+3,613.1%
SOXL vs W
+210.9%
+3,402.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.2% |
| 7D | +26.9% | +0.2% | +26.7% | +27.3% |
| 30D | -47.2% | +6.8% | -54.1% | -48.2% |
| 3M | -59.9% | +10.7% | -70.5% | -61.8% |
| 6M | -68.3% | +86.3% | -154.7% | -77.8% |
| YTD | +38.8% | +11.5% | +27.4% | +29.7% |
| 1Y | +48.8% | +5.1% | +43.7% | +41.7% |
| 3Y | +196.5% | +171.0% | +25.5% | +59.8% |
| 5Y | -5.0% | -56.6% | +51.6% | +13.8% |
| 10Y | +1,914.5% | +213.4% | +1,701.1% | +843.5% |
| All | +3,613.1% | +210.9% | +3,402.2% | +1,660.0% |
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