+1,948.9%
SOXL vs WST
+456.5%
+1,492.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -12.3% |
| 7D | +26.9% | +4.2% | +22.6% | +22.1% |
| 30D | -47.2% | +11.2% | -58.5% | -51.1% |
| 3M | -59.9% | +20.4% | -80.2% | -66.2% |
| 6M | -68.3% | +37.9% | -106.2% | -77.0% |
| YTD | +38.8% | +51.8% | -12.9% | -9.0% |
| 1Y | +48.8% | +56.6% | -7.8% | -5.9% |
| 3Y | +196.5% | +24.2% | +172.3% | +61.8% |
| 5Y | -5.0% | +0.7% | -5.7% | -23.2% |
| All | +1,948.9% | +456.5% | +1,492.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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