+5,399.0%
SOXL vs WM
+303.2%
+5,095.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.8% |
| 7D | +18.4% | -1.2% | +19.5% | +19.6% |
| 30D | -3.2% | -4.5% | +1.3% | +0.9% |
| 3M | -37.6% | -2.2% | -35.4% | -41.9% |
| 6M | +136.1% | -11.5% | +147.5% | +138.0% |
| YTD | +199.5% | -0.7% | +200.1% | +154.4% |
| 1Y | +363.2% | +0.3% | +362.9% | +270.1% |
| 3Y | +496.5% | +44.2% | +452.3% | +134.4% |
| 5Y | +184.8% | +51.6% | +133.2% | +2.4% |
| 10Y | +5,399.0% | +310.4% | +5,088.6% | +344.6% |
| All | +5,399.0% | +303.2% | +5,095.8% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling