+8,010.4%
SPXL vs WAB
+1,459.4%
+6,551.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | +7.4% | +5.1% | +2.4% | +1.6% |
| 30D | -7.8% | +4.0% | -11.8% | -11.5% |
| 3M | -11.9% | +0.1% | -12.0% | -12.0% |
| 6M | -1.7% | +12.8% | -14.5% | -16.1% |
| YTD | +20.8% | +40.1% | -19.3% | -20.2% |
| 1Y | +25.0% | +46.4% | -21.4% | -21.6% |
| 3Y | +226.1% | +167.4% | +58.8% | +5.8% |
| 5Y | +101.1% | +215.0% | -113.9% | -42.0% |
| 10Y | +1,112.6% | +269.2% | +843.4% | +160.1% |
| All | +8,010.4% | +1,459.4% | +6,551.0% | +191.4% |
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