+48.7%
WM vs SPXL
+228.0%
-179.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +3.2% | +7.4% | -4.2% | +3.0% |
| 30D | +13.0% | -7.8% | +20.8% | +13.2% |
| 3M | +9.2% | -11.9% | +21.2% | +9.6% |
| 6M | +13.6% | -1.7% | +15.4% | +13.3% |
| YTD | +12.4% | +20.8% | -8.4% | +10.3% |
| 1Y | +21.2% | +25.0% | -3.8% | +18.6% |
| 3Y | +48.7% | +226.1% | -177.5% | +30.3% |
| All | +48.7% | +228.0% | -179.3% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling