+8,771.7%
SPXL vs WAT
+820.0%
+7,951.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.1% |
| 7D | +0.1% | -1.3% | +1.3% | +1.5% |
| 30D | -0.9% | +2.3% | -3.2% | -3.5% |
| 3M | +2.0% | +8.7% | -6.7% | -7.8% |
| 6M | +33.5% | +28.3% | +5.2% | -3.5% |
| YTD | +32.2% | +7.8% | +24.4% | +12.8% |
| 1Y | +48.9% | +36.6% | +12.3% | -5.7% |
| 3Y | +222.9% | +45.7% | +177.2% | +61.0% |
| 5Y | +140.7% | -3.3% | +144.0% | +104.6% |
| 10Y | +1,192.7% | +162.1% | +1,030.6% | +215.5% |
| All | +8,771.7% | +820.0% | +7,951.7% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling