+145.2%
SPXL vs WTW
+42.0%
+103.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -2.5% | -5.7% | +3.2% | +2.1% |
| 30D | -4.2% | -7.3% | +3.0% | +1.4% |
| 3M | +8.1% | +21.5% | -13.4% | -9.9% |
| 6M | +35.6% | +9.6% | +26.0% | +20.9% |
| YTD | +28.8% | -3.3% | +32.1% | +26.8% |
| 1Y | +39.8% | -6.1% | +46.0% | +41.0% |
| 3Y | +221.4% | +61.8% | +159.5% | +45.6% |
| All | +145.2% | +42.0% | +103.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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