+10,813.1%
SOXL vs WST
+2,173.1%
+8,640.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +60.3% | +4.9% | +55.5% | +53.0% |
| 30D | -48.6% | +10.7% | -59.3% | -52.7% |
| 3M | -53.9% | +16.8% | -70.7% | -60.8% |
| 6M | -62.0% | +32.0% | -94.0% | -72.5% |
| YTD | +56.0% | +49.9% | +6.1% | -3.6% |
| 1Y | +50.0% | +50.6% | -0.6% | -8.0% |
| 3Y | +223.8% | +21.4% | +202.4% | +60.3% |
| 5Y | +6.7% | -0.6% | +7.3% | -22.4% |
| 10Y | +2,163.6% | +449.4% | +1,714.2% | +22.0% |
| All | +10,813.1% | +2,173.1% | +8,640.0% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling