+8,623.5%
SPXL vs WCN
+1,109.1%
+7,514.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +2.1% |
| 30D | -3.7% | -2.1% | -1.5% | -0.8% |
| 3M | +8.1% | +6.4% | +1.7% | -4.7% |
| 6M | +39.0% | -3.7% | +42.7% | +37.3% |
| YTD | +29.9% | -6.4% | +36.3% | +31.8% |
| 1Y | +46.6% | -7.9% | +54.5% | +49.6% |
| 3Y | +230.5% | +20.8% | +209.7% | +112.2% |
| 5Y | +140.2% | +29.0% | +111.2% | +43.5% |
| 10Y | +1,168.8% | +236.4% | +932.4% | +117.1% |
| All | +8,623.5% | +1,109.1% | +7,514.4% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling