+145.2%
SPXL vs WSM
+175.3%
-30.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.7% |
| All | +145.2% | +175.3% | -30.0% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling