+8,623.5%
SPXL vs WCC
+1,805.4%
+6,818.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.1% | -3.8% |
| 7D | +1.5% | +8.5% | -7.0% | -5.5% |
| 30D | -3.7% | -1.0% | -2.7% | -3.7% |
| 3M | +8.1% | +2.1% | +6.0% | +3.7% |
| 6M | +39.0% | +36.8% | +2.2% | +2.1% |
| YTD | +29.9% | +47.7% | -17.8% | -11.9% |
| 1Y | +46.6% | +66.5% | -19.9% | -12.1% |
| 3Y | +230.5% | +134.2% | +96.4% | +31.3% |
| 5Y | +140.2% | +231.6% | -91.5% | -34.5% |
| 10Y | +1,168.8% | +508.1% | +660.6% | +61.8% |
| All | +8,623.5% | +1,805.4% | +6,818.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling