+449.8%
SOXL vs WFC
+132.5%
+317.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -7.7% |
| 7D | +8.5% | +0.3% | +8.2% | +8.0% |
| 30D | -13.0% | +2.3% | -15.2% | -15.9% |
| 3M | -35.9% | +9.8% | -45.7% | -44.4% |
| 6M | +112.1% | +15.6% | +96.5% | +69.1% |
| YTD | +175.4% | -2.4% | +177.9% | +174.9% |
| 1Y | +304.9% | +13.8% | +291.0% | +225.1% |
| All | +449.8% | +132.5% | +317.4% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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