+141.1%
SPXL vs WAB
+220.1%
-79.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.7% |
| 7D | -6.0% | -0.2% | -5.8% | -5.8% |
| 30D | -5.8% | -5.9% | +0.1% | +1.5% |
| 3M | +10.9% | +9.4% | +1.5% | -4.1% |
| 6M | +31.9% | +13.8% | +18.1% | +7.1% |
| YTD | +25.8% | +31.8% | -6.0% | -17.2% |
| 1Y | +39.8% | +48.5% | -8.8% | -22.6% |
| 3Y | +219.9% | +167.0% | +52.9% | -23.1% |
| 5Y | +141.1% | +222.3% | -81.2% | -53.9% |
| All | +141.1% | +220.1% | -79.1% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling