+449.8%
SOXL vs WWD
+164.0%
+285.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.6% | -5.8% |
| 7D | +8.5% | -2.9% | +11.3% | +13.5% |
| 30D | -13.0% | -6.6% | -6.4% | -3.2% |
| 3M | -35.9% | -9.3% | -26.6% | -25.5% |
| 6M | +112.1% | -13.6% | +125.7% | +173.5% |
| YTD | +175.4% | +10.4% | +165.1% | +134.5% |
| 1Y | +304.9% | +39.9% | +265.0% | +120.1% |
| All | +449.8% | +164.0% | +285.8% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling