+219.6%
SPXL vs WCC
+129.2%
+90.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | -1.3% | +6.8% | -8.1% | -5.2% |
| 30D | -5.0% | -3.0% | -2.0% | -3.7% |
| 3M | +7.6% | +0.2% | +7.4% | +6.2% |
| 6M | +33.6% | +33.2% | +0.4% | +9.6% |
| YTD | +28.1% | +45.8% | -17.7% | -1.5% |
| 1Y | +43.6% | +68.4% | -24.7% | -0.3% |
| All | +219.6% | +129.2% | +90.4% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling