+140.1%
SPXL vs WWD
+191.3%
-51.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.8% |
| 30D | -5.0% | -5.1% | +0.1% | -1.1% |
| 3M | +7.6% | -11.2% | +18.8% | +16.5% |
| 6M | +33.6% | -12.0% | +45.6% | +44.0% |
| YTD | +28.1% | +12.0% | +16.1% | +8.1% |
| 1Y | +43.6% | +42.8% | +0.8% | -6.5% |
| 3Y | +225.8% | +168.9% | +56.9% | +6.8% |
| 5Y | +140.1% | +192.2% | -52.1% | -32.8% |
| All | +140.1% | +191.3% | -51.2% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling