+478.6%
SOXL vs WPM
+267.3%
+211.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.2% | +3.5% |
| 7D | +3.9% | -0.6% | +4.4% | +4.6% |
| 30D | -14.3% | +14.4% | -28.7% | -24.9% |
| 3M | -45.6% | +37.0% | -82.6% | -59.1% |
| 6M | +117.2% | +4.1% | +113.1% | +109.8% |
| YTD | +189.8% | +31.7% | +158.1% | +141.7% |
| 1Y | +317.7% | +44.2% | +273.6% | +226.2% |
| 3Y | +478.6% | +265.5% | +213.1% | +146.3% |
| All | +478.6% | +267.3% | +211.4% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling