+162.3%
SOXL vs WCN
+24.9%
+137.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -3.1% | +7.0% | +6.2% |
| 30D | -14.3% | -3.4% | -10.9% | -12.6% |
| 3M | -45.6% | +3.0% | -48.6% | -50.5% |
| 6M | +117.2% | -3.8% | +120.9% | +103.4% |
| YTD | +189.8% | -8.3% | +198.2% | +185.3% |
| 1Y | +317.7% | -9.7% | +327.5% | +306.1% |
| 3Y | +478.6% | +17.2% | +461.5% | +237.3% |
| All | +162.3% | +24.9% | +137.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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