+1,199.1%
SPXL vs WAB
+296.8%
+902.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +1.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | -4.2% | -4.1% | -0.2% | -0.2% |
| 3M | +8.1% | +8.2% | -0.1% | -2.2% |
| 6M | +35.6% | +15.4% | +20.2% | +14.3% |
| YTD | +28.8% | +33.1% | -4.3% | -6.9% |
| 1Y | +39.8% | +48.1% | -8.2% | -9.8% |
| 3Y | +221.4% | +167.7% | +53.7% | +16.9% |
| 5Y | +146.9% | +225.7% | -78.8% | -20.4% |
| All | +1,199.1% | +296.8% | +902.3% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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