+55.9%
SOXL vs WAB
+46.5%
+9.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -11.4% |
| 7D | -37.9% | +4.5% | -42.4% | -44.1% |
| 30D | -59.4% | +1.1% | -60.5% | -59.7% |
| 3M | -52.3% | -1.3% | -51.0% | -49.6% |
| 6M | -47.7% | +12.7% | -60.4% | -57.9% |
| YTD | +58.8% | +38.7% | +20.1% | -24.4% |
| 1Y | +55.9% | +44.9% | +11.0% | -33.7% |
| All | +55.9% | +46.5% | +9.4% | -33.7% |
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