+4,671.5%
SOXL vs WST
+341.6%
+4,329.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.2% | -10.2% | -10.2% |
| 7D | +8.5% | +0.4% | +8.0% | +7.6% |
| 30D | -13.0% | -2.0% | -10.9% | -11.6% |
| 3M | -35.9% | +4.1% | -40.0% | -39.3% |
| 6M | +112.1% | +47.4% | +64.6% | +42.3% |
| YTD | +175.4% | +25.4% | +150.0% | +114.6% |
| 1Y | +304.9% | +35.3% | +269.6% | +186.8% |
| 3Y | +448.6% | -11.7% | +460.3% | +345.6% |
| 5Y | +156.1% | -24.0% | +180.1% | +178.7% |
| All | +4,671.5% | +341.6% | +4,329.8% | +515.7% |
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