+8,623.5%
SPXL vs WPM
+4,178.4%
+4,445.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.5% | +7.0% | -5.6% | -1.1% |
| 30D | -3.7% | +15.7% | -19.4% | -9.2% |
| 3M | +8.1% | +35.2% | -27.1% | -4.2% |
| 6M | +39.0% | +6.1% | +33.0% | +34.3% |
| YTD | +29.9% | +32.6% | -2.6% | +14.1% |
| 1Y | +46.6% | +46.9% | -0.3% | +22.8% |
| 3Y | +230.5% | +276.3% | -45.8% | +90.3% |
| 5Y | +140.2% | +260.0% | -119.8% | +39.0% |
| 10Y | +1,168.8% | +508.5% | +660.2% | +454.0% |
| All | +8,623.5% | +4,178.4% | +4,445.0% | +709.2% |
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