+101.0%
SPXL vs WPM
+210.4%
-109.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +7.4% | -3.6% | +11.0% | +9.1% |
| 30D | -7.8% | +1.4% | -9.3% | -8.7% |
| 3M | -11.9% | -0.2% | -11.8% | -13.0% |
| 6M | -1.7% | -7.3% | +5.6% | -0.4% |
| YTD | +20.8% | +12.3% | +8.5% | +9.5% |
| 1Y | +25.0% | +24.9% | +0.1% | +7.6% |
| 3Y | +226.1% | +210.4% | +15.8% | +62.1% |
| All | +101.0% | +210.4% | -109.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling