+4,921.3%
SOXL vs WTW
+198.0%
+4,723.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +3.9% | -5.7% | +9.6% | +10.3% |
| 30D | -14.3% | -7.3% | -7.1% | -8.7% |
| 3M | -45.6% | +21.5% | -67.1% | -61.2% |
| 6M | +117.2% | +9.6% | +107.6% | +60.8% |
| YTD | +189.8% | -3.3% | +193.1% | +137.7% |
| 1Y | +317.7% | -6.1% | +323.9% | +246.0% |
| 3Y | +478.6% | +61.8% | +416.8% | +62.6% |
| 5Y | +169.5% | +42.7% | +126.8% | +10.5% |
| All | +4,921.3% | +198.0% | +4,723.2% | +866.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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