+4,921.3%
SOXL vs WSM
+1,071.8%
+3,849.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.6% |
| 30D | -14.3% | -7.7% | -6.6% | -7.0% |
| 3M | -45.6% | +3.8% | -49.4% | -48.3% |
| 6M | +117.2% | +22.7% | +94.5% | +78.6% |
| YTD | +189.8% | +28.0% | +161.8% | +130.7% |
| 1Y | +317.7% | +12.7% | +305.0% | +278.9% |
| 3Y | +478.6% | +231.3% | +247.4% | +87.1% |
| 5Y | +169.5% | +177.2% | -7.7% | +14.8% |
| All | +4,921.3% | +1,071.8% | +3,849.5% | +628.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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