+8,342.0%
SPXL vs WTW
+528.1%
+7,813.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.5% |
| 7D | -6.0% | -7.8% | +1.8% | +3.7% |
| 30D | -5.8% | -7.9% | +2.1% | +3.6% |
| 3M | +10.9% | +19.9% | -9.1% | -14.8% |
| 6M | +31.9% | +9.8% | +22.1% | +8.6% |
| YTD | +25.8% | -3.3% | +29.1% | +17.2% |
| 1Y | +39.8% | -3.3% | +43.1% | +28.1% |
| 3Y | +219.9% | +61.5% | +158.3% | +35.3% |
| 5Y | +141.1% | +42.6% | +98.5% | +29.5% |
| 10Y | +1,223.7% | +197.1% | +1,026.6% | +184.6% |
| All | +8,342.0% | +528.1% | +7,813.9% | +586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling