+20,848.2%
SOXL vs WCN
+1,114.5%
+19,733.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.9% |
| 7D | +18.4% | -1.7% | +20.1% | +21.1% |
| 30D | -3.2% | -3.0% | -0.2% | +0.3% |
| 3M | -37.6% | +2.5% | -40.1% | -47.2% |
| 6M | +136.1% | -5.7% | +141.8% | +113.1% |
| YTD | +199.5% | -7.4% | +206.9% | +173.4% |
| 1Y | +363.2% | -8.6% | +371.9% | +310.7% |
| 3Y | +496.5% | +19.4% | +477.1% | +202.7% |
| 5Y | +184.8% | +27.2% | +157.6% | +38.3% |
| 10Y | +5,399.0% | +238.5% | +5,160.5% | +511.5% |
| All | +20,848.2% | +1,114.5% | +19,733.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling