+46.2%
WM vs SPXL
+212.3%
-166.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | +1.2% | -8.7% | +9.9% | +1.4% |
| 30D | +13.1% | -16.9% | +30.0% | +13.6% |
| 3M | +3.6% | -15.2% | +18.8% | +4.0% |
| 6M | +8.1% | -5.5% | +13.6% | +7.8% |
| YTD | +8.9% | +12.4% | -3.5% | +7.1% |
| 1Y | +20.3% | +16.9% | +3.4% | +17.9% |
| 3Y | +46.2% | +211.8% | -165.7% | +26.7% |
| All | +46.2% | +212.3% | -166.1% | +26.7% |
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