+478.6%
SOXL vs WDAY
-25.7%
+504.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +3.9% | -5.2% | +9.0% | +4.4% |
| 30D | -14.3% | +5.9% | -20.2% | -15.6% |
| 3M | -45.6% | +42.3% | -87.9% | -51.4% |
| 6M | +117.2% | +34.7% | +82.5% | +88.5% |
| YTD | +189.8% | -13.5% | +203.4% | +259.7% |
| 1Y | +317.7% | -18.1% | +335.8% | +438.0% |
| 3Y | +478.6% | -26.4% | +505.0% | +681.1% |
| All | +478.6% | -25.7% | +504.3% | +681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 3y: compounded portfolio wealth divided by compounded WDAY 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…
3y analysis · Full analysis span regression · 6 months rolling