+213.8%
SPXL vs WWD
+164.0%
+49.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -0.8% |
| 7D | -6.0% | -2.9% | -3.1% | -4.1% |
| 30D | -5.8% | -6.6% | +0.8% | -1.5% |
| 3M | +10.9% | -9.3% | +20.2% | +16.3% |
| 6M | +31.9% | -13.6% | +45.5% | +42.3% |
| YTD | +25.8% | +10.4% | +15.4% | +10.4% |
| 1Y | +39.8% | +39.9% | -0.1% | -1.6% |
| All | +213.8% | +164.0% | +49.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling