+20,848.2%
SOXL vs WPM
+1,152.5%
+19,695.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +18.4% | +3.9% | +14.5% | +16.0% |
| 30D | -3.2% | +17.7% | -20.9% | -11.7% |
| 3M | -37.6% | +39.4% | -77.0% | -47.1% |
| 6M | +136.1% | +6.4% | +129.6% | +135.2% |
| YTD | +199.5% | +34.0% | +165.5% | +168.7% |
| 1Y | +363.2% | +50.5% | +312.7% | +292.4% |
| 3Y | +496.5% | +280.3% | +216.2% | +227.7% |
| 5Y | +184.8% | +266.3% | -81.5% | +59.3% |
| 10Y | +5,399.0% | +550.8% | +4,848.2% | +2,245.5% |
| All | +20,848.2% | +1,152.5% | +19,695.7% | +3,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling