+330.3%
WM vs SPXL
+1,102.8%
-772.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +3.2% | +7.4% | -4.2% | +1.8% |
| 30D | +13.0% | -7.8% | +20.8% | +14.2% |
| 3M | +9.2% | -11.9% | +21.2% | +11.1% |
| 6M | +13.6% | -1.7% | +15.4% | +12.5% |
| YTD | +12.4% | +20.8% | -8.4% | +6.2% |
| 1Y | +21.2% | +25.0% | -3.8% | +13.6% |
| 3Y | +48.7% | +226.1% | -177.5% | +8.8% |
| 5Y | +61.9% | +101.1% | -39.2% | +23.7% |
| All | +330.3% | +1,102.8% | -772.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling