+156.1%
SOXL vs WMB
+270.0%
-113.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -4.9% | -4.4% |
| 7D | +8.5% | -1.7% | +10.1% | +10.9% |
| 30D | -13.0% | +0.7% | -13.7% | -14.4% |
| 3M | -35.9% | +1.5% | -37.4% | -38.1% |
| 6M | +112.1% | +0.1% | +112.0% | +104.7% |
| YTD | +175.4% | +22.9% | +152.5% | +102.2% |
| 1Y | +304.9% | +27.9% | +277.0% | +177.4% |
| 3Y | +448.6% | +139.1% | +309.4% | +77.9% |
| 5Y | +156.1% | +270.9% | -114.8% | -32.2% |
| All | +156.1% | +270.0% | -113.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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