+8,771.7%
SPXL vs WWD
+1,136.2%
+7,635.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.2% |
| 7D | +0.1% | +1.3% | -1.2% | -1.1% |
| 30D | -0.9% | -7.2% | +6.3% | +5.8% |
| 3M | +2.0% | -3.8% | +5.9% | +3.1% |
| 6M | +33.5% | -9.9% | +43.4% | +42.0% |
| YTD | +32.2% | +14.8% | +17.3% | +8.6% |
| 1Y | +48.9% | +42.1% | +6.8% | -2.5% |
| 3Y | +222.9% | +170.8% | +52.1% | +10.9% |
| 5Y | +140.7% | +197.5% | -56.8% | -23.4% |
| 10Y | +1,192.7% | +477.8% | +714.8% | +112.9% |
| All | +8,771.7% | +1,136.2% | +7,635.5% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling