+8,196.4%
SPXL vs WST
+2,491.4%
+5,704.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | -3.8% | +1.0% | -4.8% | -4.2% |
| 30D | -8.8% | +12.3% | -21.1% | -17.6% |
| 3M | -7.4% | +17.5% | -24.9% | -20.2% |
| 6M | +1.8% | +28.2% | -26.4% | -20.1% |
| YTD | +23.6% | +50.4% | -26.8% | -18.8% |
| 1Y | +21.7% | +49.3% | -27.6% | -19.8% |
| 3Y | +232.4% | +21.8% | +210.6% | +82.5% |
| 5Y | +110.4% | +0.3% | +110.1% | +40.9% |
| 10Y | +1,140.4% | +451.2% | +689.2% | -25.0% |
| All | +8,196.4% | +2,491.4% | +5,704.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling