+140.2%
SPXL vs WST
-25.8%
+165.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +1.5% | -0.3% | +1.7% | +1.6% |
| 30D | -3.7% | -4.6% | +0.9% | -1.6% |
| 3M | +8.1% | +5.7% | +2.4% | +4.9% |
| 6M | +39.0% | +37.6% | +1.5% | +18.0% |
| YTD | +29.9% | +23.0% | +6.9% | +15.9% |
| 1Y | +46.6% | +33.8% | +12.8% | +24.4% |
| 3Y | +230.5% | -13.4% | +243.9% | +214.9% |
| 5Y | +140.2% | -27.0% | +167.1% | +150.6% |
| All | +140.2% | -25.8% | +165.9% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling