+4,921.3%
SOXL vs WAB
+296.8%
+4,624.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +3.6% |
| 7D | +3.9% | +0.1% | +3.7% | +3.7% |
| 30D | -14.3% | -4.1% | -10.2% | -7.9% |
| 3M | -45.6% | +8.2% | -53.8% | -51.1% |
| 6M | +117.2% | +15.4% | +101.8% | +86.6% |
| YTD | +189.8% | +33.1% | +156.7% | +101.8% |
| 1Y | +317.7% | +48.1% | +269.7% | +154.3% |
| 3Y | +478.6% | +167.7% | +310.9% | +88.0% |
| 5Y | +169.5% | +225.7% | -56.2% | -13.2% |
| All | +4,921.3% | +296.8% | +4,624.5% | +1,154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling