+8,771.7%
SPXL vs WST
+2,033.9%
+6,737.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +0.1% | +0.7% | -0.7% | -0.6% |
| 30D | -0.9% | -3.1% | +2.3% | +1.8% |
| 3M | +2.0% | +7.2% | -5.2% | -5.3% |
| 6M | +33.5% | +36.8% | -3.3% | -3.4% |
| YTD | +32.2% | +23.8% | +8.3% | +3.7% |
| 1Y | +48.9% | +37.8% | +11.1% | +3.1% |
| 3Y | +222.9% | -15.9% | +238.7% | +161.3% |
| 5Y | +140.7% | -25.8% | +166.5% | +118.5% |
| 10Y | +1,192.7% | +319.6% | +873.1% | +3.3% |
| All | +8,771.7% | +2,033.9% | +6,737.8% | -54.7% |
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