+8,499.7%
SPXL vs WSM
+7,099.0%
+1,400.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.3% | +2.6% | -3.9% | -3.0% |
| 30D | -5.0% | -9.3% | +4.3% | +1.3% |
| 3M | +7.6% | +7.1% | +0.5% | +2.2% |
| 6M | +33.6% | +21.7% | +11.9% | +15.8% |
| YTD | +28.1% | +28.7% | -0.6% | +6.3% |
| 1Y | +43.6% | +13.9% | +29.8% | +28.6% |
| 3Y | +225.8% | +232.2% | -6.3% | +24.4% |
| 5Y | +140.1% | +176.4% | -36.3% | +1.5% |
| 10Y | +1,248.4% | +1,072.4% | +176.0% | +70.6% |
| All | +8,499.7% | +7,099.0% | +1,400.6% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling