+9,236.0%
SOXL vs WM
+966.8%
+8,269.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.7% |
| 7D | -23.3% | +1.2% | -24.5% | -25.7% |
| 30D | -59.9% | +13.7% | -73.6% | -68.9% |
| 3M | -56.8% | +5.2% | -62.1% | -63.5% |
| 6M | -68.3% | +11.2% | -79.5% | -78.7% |
| YTD | +33.5% | +9.4% | +24.0% | -13.1% |
| 1Y | +24.8% | +20.4% | +4.4% | -32.6% |
| 3Y | +177.0% | +44.7% | +132.3% | -8.4% |
| 5Y | -0.2% | +58.5% | -58.7% | -73.2% |
| 10Y | +2,054.9% | +326.4% | +1,728.5% | -13.3% |
| All | +9,236.0% | +966.8% | +8,269.2% | -50.2% |
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