+19,418.6%
SOXL vs WM
+879.8%
+18,538.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +11.6% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | -11.2% | -2.4% | -8.8% | -9.1% |
| 3M | -55.4% | +0.4% | -55.8% | -61.4% |
| 6M | +107.1% | -9.5% | +116.6% | +100.3% |
| YTD | +179.0% | +0.5% | +178.5% | +123.4% |
| 1Y | +357.4% | -1.1% | +358.5% | +254.3% |
| 3Y | +397.5% | +46.0% | +351.4% | +63.3% |
| 5Y | +155.9% | +51.8% | +104.1% | -22.9% |
| 10Y | +4,301.6% | +307.5% | +3,994.1% | +99.9% |
| All | +19,418.6% | +879.8% | +18,538.7% | +28.1% |
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