+8,010.4%
SPXL vs WPM
+3,525.8%
+4,484.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +7.4% | -3.6% | +11.0% | +8.9% |
| 30D | -7.8% | +1.4% | -9.3% | -8.6% |
| 3M | -11.9% | -0.2% | -11.8% | -12.7% |
| 6M | -1.7% | -7.3% | +5.6% | -0.4% |
| YTD | +20.8% | +12.3% | +8.5% | +12.3% |
| 1Y | +25.0% | +24.9% | +0.1% | +11.5% |
| 3Y | +226.1% | +210.4% | +15.8% | +101.2% |
| 5Y | +101.1% | +210.4% | -109.3% | +22.7% |
| 10Y | +1,112.6% | +731.7% | +380.9% | +371.6% |
| All | +8,010.4% | +3,525.8% | +4,484.6% | +696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling