-25.4%
SOXL vs WM
+59.1%
-84.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.1% | +14.6% | +12.2% |
| 7D | -40.3% | +1.2% | -41.5% | -40.2% |
| 30D | -71.1% | +13.1% | -84.1% | -71.1% |
| 3M | -65.2% | +3.6% | -68.9% | -65.0% |
| 6M | -72.3% | +8.1% | -80.3% | -73.5% |
| YTD | +9.4% | +8.9% | +0.5% | +1.7% |
| 1Y | +7.0% | +20.3% | -13.4% | -9.4% |
| 3Y | +156.4% | +46.2% | +110.2% | +60.2% |
| All | -25.4% | +59.1% | -84.5% | -61.0% |
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