+156.1%
SOXL vs WAT
-5.3%
+161.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -7.0% |
| 7D | +8.5% | -2.9% | +11.3% | +12.3% |
| 30D | -13.0% | -3.2% | -9.7% | -9.5% |
| 3M | -35.9% | +10.6% | -46.5% | -43.7% |
| 6M | +112.1% | +34.0% | +78.0% | +44.0% |
| YTD | +175.4% | +5.7% | +169.7% | +146.7% |
| 1Y | +304.9% | +37.1% | +267.8% | +147.5% |
| 3Y | +448.6% | +52.4% | +396.2% | +159.7% |
| 5Y | +156.1% | -4.4% | +160.5% | +159.2% |
| All | +156.1% | -5.3% | +161.4% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling