+140.1%
SPXL vs WAT
-4.9%
+145.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.8% |
| 7D | -1.3% | -1.8% | +0.5% | 0.0% |
| 30D | -5.0% | -1.7% | -3.3% | -3.8% |
| 3M | +7.6% | +9.1% | -1.5% | +0.4% |
| 6M | +33.6% | +32.4% | +1.2% | +5.6% |
| YTD | +28.1% | +6.6% | +21.5% | +18.0% |
| 1Y | +43.6% | +34.7% | +8.9% | +7.5% |
| 3Y | +225.8% | +53.6% | +172.2% | +91.4% |
| 5Y | +140.1% | -4.1% | +144.1% | +120.9% |
| All | +140.1% | -4.9% | +145.0% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling