+357.4%
SOXL vs WAB
+48.2%
+309.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +8.2% |
| 7D | +5.3% | -3.2% | +8.5% | +13.4% |
| 30D | -11.2% | -4.4% | -6.8% | -1.4% |
| 3M | -55.4% | +7.9% | -63.2% | -61.7% |
| 6M | +107.1% | +8.7% | +98.4% | +78.7% |
| YTD | +179.0% | +33.0% | +146.1% | +54.5% |
| 1Y | +357.4% | +46.7% | +310.7% | +119.9% |
| All | +357.4% | +48.2% | +309.2% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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