+8,623.5%
SPXL vs WAB
+1,388.7%
+7,234.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.3% |
| 7D | +1.5% | +1.7% | -0.2% | -0.5% |
| 30D | -3.7% | -2.4% | -1.3% | -1.2% |
| 3M | +8.1% | +9.7% | -1.6% | -4.8% |
| 6M | +39.0% | +16.5% | +22.5% | +13.8% |
| YTD | +29.9% | +33.7% | -3.8% | -9.7% |
| 1Y | +46.6% | +49.7% | -3.1% | -10.8% |
| 3Y | +230.5% | +170.9% | +59.6% | +5.1% |
| 5Y | +140.2% | +228.0% | -87.9% | -33.8% |
| 10Y | +1,168.8% | +284.8% | +884.0% | +155.2% |
| All | +8,623.5% | +1,388.7% | +7,234.8% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling