+1,199.1%
SPXL vs WPM
+558.4%
+640.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.8% |
| 7D | -2.5% | -0.6% | -2.0% | -2.4% |
| 30D | -4.2% | +14.4% | -18.6% | -8.7% |
| 3M | +8.1% | +37.0% | -28.9% | -3.1% |
| 6M | +35.6% | +4.1% | +31.5% | +32.2% |
| YTD | +28.8% | +31.7% | -2.9% | +15.4% |
| 1Y | +39.8% | +44.2% | -4.3% | +20.9% |
| 3Y | +221.4% | +265.5% | -44.1% | +101.8% |
| 5Y | +146.9% | +262.5% | -115.6% | +52.6% |
| All | +1,199.1% | +558.4% | +640.7% | +683.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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