+213.8%
SPXL vs WCN
+18.2%
+195.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -6.0% | -4.4% | -1.6% | -3.9% |
| 30D | -5.8% | -4.4% | -1.3% | -3.7% |
| 3M | +10.9% | +0.5% | +10.4% | +9.2% |
| 6M | +31.9% | -3.3% | +35.2% | +32.5% |
| YTD | +25.8% | -8.5% | +34.2% | +31.4% |
| 1Y | +39.8% | -8.9% | +48.7% | +45.9% |
| All | +213.8% | +18.2% | +195.6% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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