+162.3%
SOXL vs WFC
+128.9%
+33.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +3.9% |
| 7D | +3.9% | +0.4% | +3.5% | +3.2% |
| 30D | -14.3% | +1.5% | -15.8% | -16.9% |
| 3M | -45.6% | +10.2% | -55.8% | -54.3% |
| 6M | +117.2% | +18.8% | +98.4% | +60.1% |
| YTD | +189.8% | -1.5% | +191.4% | +181.2% |
| 1Y | +317.7% | +13.5% | +304.2% | +223.8% |
| 3Y | +478.6% | +135.0% | +343.7% | +47.6% |
| All | +162.3% | +128.9% | +33.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling