+1,110.7%
SPXL vs WST
+456.5%
+654.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -2.0% |
| 7D | +7.4% | +4.2% | +3.2% | +4.6% |
| 30D | -7.8% | +11.2% | -19.1% | -13.7% |
| 3M | -11.9% | +20.4% | -32.3% | -22.0% |
| 6M | -1.7% | +37.9% | -39.6% | -21.0% |
| YTD | +20.8% | +51.8% | -31.0% | -10.7% |
| 1Y | +25.0% | +56.6% | -31.6% | -9.7% |
| 3Y | +226.1% | +24.2% | +201.9% | +116.6% |
| 5Y | +101.1% | +0.7% | +100.4% | +63.8% |
| All | +1,110.7% | +456.5% | +654.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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