+1,168.3%
SPXL vs WAT
+166.5%
+1,001.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.1% |
| 7D | -6.0% | -2.9% | -3.1% | -3.4% |
| 30D | -5.8% | -3.2% | -2.6% | -2.9% |
| 3M | +10.9% | +10.6% | +0.3% | -0.1% |
| 6M | +31.9% | +34.0% | -2.1% | -4.1% |
| YTD | +25.8% | +5.7% | +20.0% | +12.6% |
| 1Y | +39.8% | +37.1% | +2.7% | -5.7% |
| 3Y | +219.9% | +52.4% | +167.5% | +65.1% |
| 5Y | +141.1% | -4.4% | +145.5% | +123.1% |
| All | +1,168.3% | +166.5% | +1,001.8% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling