2026-03-09 Wheel

Asset Allocation

Position	Category/Sector	Target Weight
IP International Paper Company	Consumer Cyclical	16.67%
BAC Bank of America Corporation	Financial Services	16.67%
KRE SPDR S&P Regional Banking ETF	Financials Equities	16.67%
WFC Wells Fargo & Company	Financial Services	16.67%
SOXL Direxion Daily Semiconductor Bull 3X ETF	Leveraged Equities, Semiconductors	16.67%
PHM PulteGroup, Inc.	Consumer Cyclical	16.67%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026-03-09 Wheel, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

As of Jun 13, 2026, the 2026-03-09 Wheel returned 73.98% Year-To-Date and 28.31% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2026-03-09 Wheel	3.20%	27.03%	73.98%	72.35%	125.78%	50.37%	26.24%	28.31%
Portfolio components:
BAC Bank of America Corporation	2.31%	13.98%	3.72%	3.46%	30.78%	27.43%	8.79%	18.19%
IP International Paper Company	3.43%	21.24%	-5.93%	-3.85%	-17.46%	9.44%	-5.62%	3.48%
KRE SPDR S&P Regional Banking ETF	1.47%	9.62%	13.93%	10.76%	33.87%	21.99%	4.16%	9.20%
PHM PulteGroup, Inc.	-0.67%	11.86%	5.26%	-2.17%	22.19%	19.48%	18.86%	22.20%
SOXL Direxion Daily Semiconductor Bull 3X ETF	4.77%	42.94%	458.36%	462.65%	1,075.10%	110.81%	43.69%	63.20%
WFC Wells Fargo & Company	1.61%	14.04%	-9.20%	-8.77%	18.25%	28.38%	15.64%	8.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 11, 2010, 2026-03-09 Wheel's average daily return is +0.10%, while the average monthly return is +2.04%. At this rate, an investment would double in approximately 2.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +32.3%, while the worst month was Mar 2020 at -33.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2026-03-09 Wheel closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +15.9%, while the worst single day was Mar 16, 2020 at -18.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.16%	0.52%	-11.69%	32.33%	28.23%	5.83%							73.98%
2025	5.12%	-4.27%	-9.50%	-8.06%	8.37%	13.76%	1.34%	8.00%	4.48%	2.35%	-1.06%	1.79%	21.68%
2024	0.07%	8.08%	8.34%	-7.08%	12.07%	0.71%	4.56%	-0.89%	-0.02%	1.85%	9.38%	-9.34%	28.58%
2023	20.38%	-3.04%	-3.52%	-1.55%	2.46%	10.43%	12.55%	-8.19%	-6.49%	-6.38%	20.40%	15.78%	58.18%
2022	-3.76%	-3.58%	-6.48%	-12.55%	6.26%	-17.02%	15.56%	-7.93%	-15.08%	9.32%	13.99%	-12.26%	-33.91%
2021	1.83%	12.75%	7.71%	6.48%	4.00%	-0.95%	-2.62%	3.58%	-4.72%	7.55%	3.71%	4.53%	52.02%

Benchmark Metrics

2026-03-09 Wheel has an annualized alpha of 3.35%, beta of 1.71, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since March 11, 2010.

This portfolio captured 213.46% of S&P 500 Index gains and 157.84% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 3.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 1.71 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha: 3.35%

Beta: 1.71

R²: 0.77

Upside Capture: 213.46%

Downside Capture: 157.84%

See how alpha, beta & R² have trended over time →

Expense Ratio

2026-03-09 Wheel has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SOXL

Direxion Daily Semiconductor Bull 3X ETF

KRE

SPDR S&P Regional Banking ETF

Return for Risk

Risk / Return Rank

2026-03-09 Wheel ranks 84 for risk / return — in the top 84% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026-03-09 Wheel and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.77	1.86	+0.91
Sortino ratioReturn per unit of downside risk	3.13	2.53	+0.60
Omega ratioGain probability vs. loss probability	1.48	1.34	+0.14
Calmar ratioReturn relative to maximum drawdown	5.35	2.53	+2.82
Martin ratioReturn relative to average drawdown	18.23	11.37	+6.86

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BAC Bank of America Corporation	75	1.36	1.85	1.24	1.64	4.21
IP International Paper Company	24	-0.46	-0.40	0.95	-0.43	-0.78
KRE SPDR S&P Regional Banking ETF	41	1.30	1.84	1.24	2.03	5.29
PHM PulteGroup, Inc.	59	0.56	1.13	1.13	0.85	1.66
SOXL Direxion Daily Semiconductor Bull 3X ETF	97	8.99	4.23	1.60	22.91	74.51
WFC Wells Fargo & Company	57	0.59	0.94	1.12	0.68	1.54

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2026-03-09 Wheel Sharpe ratio is 2.77 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2026-03-09 Wheel compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2026-03-09 Wheel provided a 2.16% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.16%	2.01%	2.06%	2.44%	2.59%	1.68%	2.42%	2.26%	2.63%	1.61%	2.57%	1.98%
Portfolio components:
BAC Bank of America Corporation	2.72%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
IP International Paper Company	5.12%	4.70%	3.44%	5.12%	5.34%	4.08%	4.12%	4.37%	4.77%	3.21%	3.36%	4.35%
KRE SPDR S&P Regional Banking ETF	2.14%	2.45%	2.59%	2.99%	2.51%	1.97%	2.78%	2.21%	2.48%	1.40%	1.40%	1.80%
PHM PulteGroup, Inc.	0.78%	0.78%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%
SOXL Direxion Daily Semiconductor Bull 3X ETF	0.03%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%	0.00%
WFC Wells Fargo & Company	2.15%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 2026-03-09 Wheel. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 2026-03-09 Wheel was 55.12%, occurring on Mar 23, 2020. Recovery took 177 trading sessions.

The current 2026-03-09 Wheel drawdown is 6.21%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-55.12%Mar 2020	1mo 9d	8mo 14d	9mo 23dFeb 2020 - Dec 2020
2011 bear market2011	-50.05%Oct 2011	1y 5mo	11mo 16d	2y 4moApr 2010 - Sep 2012
Bear market2022	-44.46%Oct 2022	8mo 27d	1y 3mo	2y 4dJan 2022 - Jan 2024
Rate-hike selloffLate 2018	-36.11%Dec 2018	11mo 4d	10mo 12d	1y 9moJan 2018 - Nov 2019
2025 selloff2025	-34.69%Apr 2025	4mo 13d	4mo 16d	8mo 29dNov 2024 - Aug 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.45	1.38	1.32	1.29	1.27

The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026-03-09 Wheel correlation to the S&P 500 Index

2026-03-09 Wheel has a 0.77 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. SOXL has the highest benchmark correlation at 0.77, while PHM has the lowest at 0.52.

PHM

0.52

0.57

0.62

0.62

0.65

0.77

Portfolio Correlations

Correlation vs. 2026-03-09 Wheel. SOXL has the highest portfolio correlation at 0.84, while PHM has the lowest at 0.62.

PHM

0.62

0.65

0.72

0.74

0.77

0.84

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	PHM	IP	SOXL	WFC	BAC	KRE
PHM	1.00	0.40	0.42	0.37	0.38	0.44
IP	0.40	1.00	0.43	0.48	0.49	0.54
SOXL	0.42	0.43	1.00	0.43	0.46	0.48
WFC	0.37	0.48	0.43	1.00	0.77	0.77
BAC	0.38	0.49	0.46	0.77	1.00	0.77
KRE	0.44	0.54	0.48	0.77	0.77	1.00

The correlation results are calculated based on daily price changes starting from Mar 11, 2010

Diversification Analysis

Find what 2026-03-09 Wheel is missing

See which holdings overlap, where 2026-03-09 Wheel is concentrated, and which low-correlation assets could fill the gaps.

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