+2,180.9%
SOXL vs WM
+332.5%
+1,848.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.2% | +16.6% | +16.6% |
| 7D | -1.0% | +0.8% | -1.7% | -2.4% |
| 30D | -48.6% | +13.8% | -62.4% | -56.9% |
| 3M | -50.3% | +6.4% | -56.7% | -56.1% |
| 6M | -65.3% | +13.2% | -78.5% | -74.5% |
| YTD | +57.2% | +10.8% | +46.4% | +13.1% |
| 1Y | +58.0% | +20.2% | +37.8% | -0.6% |
| 3Y | +226.2% | +46.5% | +179.8% | +31.0% |
| 5Y | +10.5% | +61.3% | -50.8% | -63.1% |
| 10Y | +2,180.9% | +324.8% | +1,856.1% | +69.6% |
| All | +2,180.9% | +332.5% | +1,848.4% | +69.6% |
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