+20,415.5%
SOXL vs WAT
+520.0%
+19,895.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +7.5% |
| 7D | +16.4% | -0.7% | +17.1% | +17.3% |
| 30D | -12.1% | -1.0% | -11.1% | -11.4% |
| 3M | -41.7% | +10.9% | -52.6% | -50.5% |
| 6M | +157.4% | +33.2% | +124.2% | +61.4% |
| YTD | +193.3% | +6.1% | +187.2% | +150.3% |
| 1Y | +355.3% | +30.2% | +325.1% | +171.5% |
| 3Y | +484.2% | +52.9% | +431.3% | +140.4% |
| 5Y | +182.7% | -5.1% | +187.8% | +198.2% |
| 10Y | +4,692.2% | +152.6% | +4,539.6% | +1,078.9% |
| All | +20,415.5% | +520.0% | +19,895.5% | +1,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling