+1,199.1%
SPXL vs WSM
+1,071.8%
+127.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | -4.2% | -7.7% | +3.5% | +0.5% |
| 3M | +8.1% | +3.8% | +4.3% | +5.2% |
| 6M | +35.6% | +22.7% | +12.9% | +18.6% |
| YTD | +28.8% | +28.0% | +0.8% | +9.2% |
| 1Y | +39.8% | +12.7% | +27.1% | +27.4% |
| 3Y | +221.4% | +231.3% | -9.9% | +34.2% |
| 5Y | +146.9% | +177.2% | -30.3% | +13.0% |
| All | +1,199.1% | +1,071.8% | +127.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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