+101.0%
SPXL vs WEC
+56.3%
+44.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +7.4% | +2.3% | +5.1% | +6.0% |
| 30D | -7.8% | +11.1% | -18.9% | -14.0% |
| 3M | -11.9% | +8.4% | -20.4% | -16.7% |
| 6M | -1.7% | +7.5% | -9.2% | -7.3% |
| YTD | +20.8% | +15.3% | +5.5% | +7.3% |
| 1Y | +25.0% | +9.7% | +15.3% | +15.1% |
| 3Y | +226.1% | +64.7% | +161.5% | +102.5% |
| All | +101.0% | +56.3% | +44.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling