+46.0%
WM vs SPXL
+223.9%
-177.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | +0.4% | +2.0% | -1.6% | +0.3% |
| 6M | -9.5% | +33.5% | -43.0% | -11.3% |
| YTD | +0.5% | +32.2% | -31.6% | -1.5% |
| 1Y | -1.1% | +48.9% | -50.0% | -4.3% |
| All | +46.0% | +223.9% | -177.9% | +30.5% |
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