+20,415.5%
SOXL vs WAB
+1,376.2%
+19,039.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.2% |
| 7D | +16.4% | +1.7% | +14.7% | +13.5% |
| 30D | -12.1% | -2.4% | -9.7% | -8.2% |
| 3M | -41.7% | +9.7% | -51.4% | -48.6% |
| 6M | +157.4% | +16.5% | +140.9% | +116.9% |
| YTD | +193.3% | +33.7% | +159.6% | +100.4% |
| 1Y | +355.3% | +49.7% | +305.7% | +167.7% |
| 3Y | +484.2% | +170.9% | +313.2% | +73.3% |
| 5Y | +182.7% | +228.0% | -45.4% | -17.2% |
| 10Y | +4,692.2% | +284.8% | +4,407.4% | +914.4% |
| All | +20,415.5% | +1,376.2% | +19,039.3% | +397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling