+20,415.5%
SOXL vs WWD
+1,164.6%
+19,250.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +7.8% |
| 7D | +16.4% | +0.8% | +15.6% | +15.0% |
| 30D | -12.1% | -6.4% | -5.7% | -3.6% |
| 3M | -41.7% | -5.6% | -36.1% | -37.1% |
| 6M | +157.4% | -9.1% | +166.5% | +205.2% |
| YTD | +193.3% | +12.5% | +180.8% | +154.3% |
| 1Y | +355.3% | +41.3% | +314.0% | +184.7% |
| 3Y | +484.2% | +170.2% | +313.9% | +77.3% |
| 5Y | +182.7% | +192.5% | -9.8% | -11.8% |
| 10Y | +4,692.2% | +476.9% | +4,215.4% | +522.3% |
| All | +20,415.5% | +1,164.6% | +19,250.8% | +916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling