+30.3%
SPXL vs WAT
+32.9%
-2.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.2% | +4.2% |
| 7D | -2.5% | -1.9% | -0.5% | -1.7% |
| 30D | -4.3% | +6.2% | -10.6% | -6.4% |
| 3M | -4.2% | +18.1% | -22.3% | -10.0% |
| 6M | +15.0% | +54.9% | -39.9% | -2.9% |
| YTD | +28.4% | +23.1% | +5.3% | +14.6% |
| 1Y | +30.3% | +27.3% | +3.0% | +12.4% |
| All | +30.3% | +32.9% | -2.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling