+1,014.6%
WM vs SPXL
+7,736.1%
-6,721.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 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% | -0.7% |
| 6M | -9.5% | +33.5% | -43.0% | -16.1% |
| YTD | +0.5% | +32.2% | -31.6% | -6.9% |
| 1Y | -1.1% | +48.9% | -50.0% | -11.2% |
| 3Y | +46.0% | +222.9% | -176.8% | +4.7% |
| 5Y | +51.8% | +140.7% | -88.9% | +8.6% |
| 10Y | +307.5% | +1,192.7% | -885.1% | +67.3% |
| All | +1,014.6% | +7,736.1% | -6,721.4% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling