+4,921.3%
SOXL vs WAT
+170.9%
+4,750.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +2.9% |
| 7D | +3.9% | -0.3% | +4.1% | +4.3% |
| 30D | -14.3% | -1.9% | -12.4% | -12.3% |
| 3M | -45.6% | +13.5% | -59.1% | -54.6% |
| 6M | +117.2% | +37.2% | +79.9% | +35.5% |
| YTD | +189.8% | +7.5% | +182.3% | +147.7% |
| 1Y | +317.7% | +35.0% | +282.7% | +147.3% |
| 3Y | +478.6% | +55.1% | +423.5% | +149.2% |
| 5Y | +169.5% | -2.8% | +172.3% | +186.3% |
| All | +4,921.3% | +170.9% | +4,750.3% | +1,513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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