+4,921.3%
SOXL vs WWD
+498.2%
+4,423.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +3.4% |
| 7D | +3.9% | -2.6% | +6.5% | +7.6% |
| 30D | -14.3% | -6.9% | -7.4% | -5.6% |
| 3M | -45.6% | -13.0% | -32.6% | -34.7% |
| 6M | +117.2% | -12.5% | +129.6% | +169.6% |
| YTD | +189.8% | +11.8% | +178.0% | +155.6% |
| 1Y | +317.7% | +41.1% | +276.7% | +166.4% |
| 3Y | +478.6% | +163.1% | +315.6% | +90.9% |
| 5Y | +169.5% | +187.6% | -18.1% | -10.4% |
| All | +4,921.3% | +498.2% | +4,423.1% | +901.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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