+1,110.7%
SPXL vs WWD
+439.4%
+671.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +7.4% | +4.0% | +3.5% | +3.9% |
| 30D | -7.8% | +0.4% | -8.2% | -8.3% |
| 3M | -11.9% | -7.9% | -4.0% | -5.8% |
| 6M | -1.7% | -10.6% | +8.9% | +5.3% |
| YTD | +20.8% | +9.4% | +11.4% | +4.0% |
| 1Y | +25.0% | +25.7% | -0.8% | -7.1% |
| 3Y | +226.1% | +148.5% | +77.6% | +22.9% |
| 5Y | +101.1% | +189.5% | -88.4% | -33.5% |
| All | +1,110.7% | +439.4% | +671.3% | +165.2% |
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