+302.9%
WM vs SPXL
+1,166.6%
-863.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | -4.3% | -3.7% | -0.7% | -3.7% |
| 3M | +0.8% | +8.1% | -7.4% | -1.2% |
| 6M | -10.8% | +39.0% | -49.8% | -17.2% |
| YTD | -0.1% | +29.9% | -30.0% | -6.3% |
| 1Y | +1.0% | +46.6% | -45.6% | -8.0% |
| 3Y | +45.1% | +230.5% | -185.4% | +6.3% |
| 5Y | +52.1% | +140.2% | -88.0% | +12.0% |
| 10Y | +302.9% | +1,168.8% | -865.8% | +68.6% |
| All | +302.9% | +1,166.6% | -863.6% | +68.6% |
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