+20,848.2%
SOXL vs WFC
+367.0%
+20,481.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | -0.6% |
| 7D | +18.4% | +0.4% | +17.9% | +17.4% |
| 30D | -3.2% | +2.5% | -5.6% | -7.3% |
| 3M | -37.6% | +10.0% | -47.6% | -47.3% |
| 6M | +136.1% | +15.1% | +121.0% | +83.4% |
| YTD | +199.5% | -2.2% | +201.7% | +191.9% |
| 1Y | +363.2% | +13.5% | +349.8% | +262.8% |
| 3Y | +496.5% | +135.2% | +361.3% | +71.0% |
| 5Y | +184.8% | +128.3% | +56.5% | -2.4% |
| 10Y | +5,399.0% | +142.4% | +5,256.6% | +1,593.7% |
| All | +20,848.2% | +367.0% | +20,481.2% | +3,418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling