+55.9%
SOXL vs WMT
+27.5%
+28.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -4.9% |
| 7D | -37.9% | +8.8% | -46.6% | -30.9% |
| 30D | -59.4% | +22.9% | -82.3% | -49.2% |
| 3M | -52.3% | +16.1% | -68.4% | -41.9% |
| 6M | -47.7% | -0.5% | -47.2% | -37.7% |
| YTD | +58.8% | +16.7% | +42.1% | +108.3% |
| 1Y | +55.9% | +27.4% | +28.5% | +133.1% |
| All | +55.9% | +27.5% | +28.4% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 1y: compounded portfolio wealth divided by compounded WMT 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…
1y analysis · Full analysis span regression · 6 months rolling