+182.7%
SOXL vs WM
+53.3%
+129.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | +16.4% | -0.9% | +17.3% | +16.5% |
| 30D | -12.1% | -4.3% | -7.8% | -11.5% |
| 3M | -41.7% | +0.8% | -42.5% | -44.2% |
| 6M | +157.4% | -10.8% | +168.2% | +161.7% |
| YTD | +193.3% | -0.1% | +193.3% | +171.8% |
| 1Y | +355.3% | +1.0% | +354.3% | +309.5% |
| 3Y | +484.2% | +45.1% | +439.1% | +221.7% |
| 5Y | +182.7% | +52.1% | +130.5% | +36.6% |
| All | +182.7% | +53.3% | +129.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling