+8.1%
WM vs SPXL
-3.3%
+11.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -1.9% |
| 7D | +1.2% | -8.7% | +9.9% | -0.4% |
| 30D | +13.1% | -16.9% | +30.0% | +8.9% |
| 3M | +3.6% | -15.2% | +18.8% | +0.3% |
| 6M | +8.1% | -5.5% | +13.6% | +10.5% |
| All | +8.1% | -3.3% | +11.4% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling