+1,199.1%
SPXL vs WCC
+540.7%
+658.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | -0.1% |
| 7D | -2.5% | +1.4% | -3.9% | -3.6% |
| 30D | -4.2% | -2.3% | -2.0% | -3.3% |
| 3M | +8.1% | +3.7% | +4.4% | +3.4% |
| 6M | +35.6% | +34.8% | +0.8% | +5.9% |
| YTD | +28.8% | +46.1% | -17.3% | -6.2% |
| 1Y | +39.8% | +62.7% | -22.9% | -7.2% |
| 3Y | +221.4% | +133.6% | +87.8% | +50.1% |
| 5Y | +146.9% | +226.1% | -79.1% | -13.5% |
| All | +1,199.1% | +540.7% | +658.4% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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