+295.4%
WMB vs SPXL
+1,239.4%
-944.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | -1.7% | -6.0% | +4.3% | +0.1% |
| 30D | +0.7% | -5.8% | +6.5% | +2.3% |
| 3M | +1.5% | +10.9% | -9.3% | -2.2% |
| 6M | +0.1% | +31.9% | -31.8% | -9.2% |
| YTD | +22.9% | +25.8% | -2.8% | +12.6% |
| 1Y | +27.9% | +39.8% | -11.9% | +12.8% |
| 3Y | +139.1% | +219.9% | -80.7% | +54.7% |
| 5Y | +270.9% | +141.1% | +129.8% | +138.5% |
| All | +295.4% | +1,239.4% | -944.0% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling