+107.1%
SOXL vs WM
-8.7%
+115.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +5.1% |
| 7D | +5.3% | -0.3% | +5.6% | +4.4% |
| 30D | -11.2% | -2.4% | -8.8% | -18.2% |
| 3M | -55.4% | +0.4% | -55.8% | -46.5% |
| 6M | +107.1% | -9.5% | +116.6% | +114.0% |
| All | +107.1% | -8.7% | +115.8% | +114.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling