+4,921.3%
SOXL vs WMT
+436.6%
+4,484.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.0% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -14.3% | -7.4% | -6.9% | -9.3% |
| 3M | -45.6% | -10.9% | -34.7% | -42.3% |
| 6M | +117.2% | -12.7% | +129.9% | +129.2% |
| YTD | +189.8% | -3.2% | +193.1% | +168.6% |
| 1Y | +317.7% | +5.3% | +312.5% | +236.6% |
| 3Y | +478.6% | +101.9% | +376.8% | +103.3% |
| 5Y | +169.5% | +134.6% | +34.9% | -22.4% |
| All | +4,921.3% | +436.6% | +4,484.7% | +786.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling