+1,168.3%
SPXL vs WWD
+490.2%
+678.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -0.5% |
| 7D | -6.0% | -2.9% | -3.1% | -3.5% |
| 30D | -5.8% | -6.6% | +0.8% | -0.2% |
| 3M | +10.9% | -9.3% | +20.2% | +18.3% |
| 6M | +31.9% | -13.6% | +45.5% | +45.3% |
| YTD | +25.8% | +10.4% | +15.4% | +7.8% |
| 1Y | +39.8% | +39.9% | -0.1% | -6.2% |
| 3Y | +219.9% | +165.0% | +54.8% | +14.1% |
| 5Y | +141.1% | +183.8% | -42.7% | -18.8% |
| All | +1,168.3% | +490.2% | +678.1% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling