+7,555.7%
SOXL vs WM
+961.8%
+6,593.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.1% | +14.6% | +15.3% |
| 7D | -40.3% | +1.2% | -41.5% | -42.6% |
| 30D | -71.1% | +13.1% | -84.1% | -77.4% |
| 3M | -65.2% | +3.6% | -68.9% | -70.0% |
| 6M | -72.3% | +8.1% | -80.3% | -80.7% |
| YTD | +9.4% | +8.9% | +0.5% | -28.3% |
| 1Y | +7.0% | +20.3% | -13.4% | -42.4% |
| 3Y | +156.4% | +46.2% | +110.2% | -17.0% |
| 5Y | -22.2% | +59.9% | -82.1% | -79.6% |
| 10Y | +1,682.4% | +345.6% | +1,336.8% | -35.2% |
| All | +7,555.7% | +961.8% | +6,593.9% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling