+1,110.7%
SPXL vs WAT
+222.4%
+888.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +7.4% | +0.6% | +6.9% | +6.9% |
| 30D | -7.8% | +5.4% | -13.2% | -12.0% |
| 3M | -11.9% | +11.3% | -23.2% | -20.6% |
| 6M | -1.7% | +37.4% | -39.1% | -28.7% |
| YTD | +20.8% | +21.2% | -0.4% | -5.2% |
| 1Y | +25.0% | +21.3% | +3.7% | -2.2% |
| 3Y | +226.1% | +83.4% | +142.8% | +38.7% |
| 5Y | +101.1% | +29.0% | +72.1% | +33.2% |
| All | +1,110.7% | +222.4% | +888.2% | +232.6% |
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