+156.1%
SOXL vs WDAY
-31.8%
+187.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.7% |
| 7D | +8.5% | -10.5% | +19.0% | +16.7% |
| 30D | -13.0% | +2.1% | -15.1% | -18.1% |
| 3M | -35.9% | +34.6% | -70.6% | -59.6% |
| 6M | +112.1% | +29.9% | +82.2% | +21.4% |
| YTD | +175.4% | -13.8% | +189.2% | +144.5% |
| 1Y | +304.9% | -18.3% | +323.1% | +274.5% |
| 3Y | +448.6% | -26.2% | +474.7% | +462.8% |
| 5Y | +156.1% | -30.8% | +186.9% | +291.2% |
| All | +156.1% | -31.8% | +187.9% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling