+162.3%
SOXL vs WDC
+918.2%
-755.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +9.6% |
| 7D | +3.9% | -4.3% | +8.2% | +10.7% |
| 30D | -14.3% | -1.5% | -12.8% | -13.4% |
| 3M | -45.6% | -15.5% | -30.1% | -31.0% |
| 6M | +117.2% | +66.5% | +50.7% | +12.0% |
| YTD | +189.8% | +159.9% | +30.0% | -31.5% |
| 1Y | +317.7% | +366.0% | -48.2% | -66.0% |
| 3Y | +478.6% | +1,285.8% | -807.2% | -91.3% |
| All | +162.3% | +918.2% | -755.9% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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