+3.6%
WBD vs SPXL
+141.8%
-138.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.7% |
| 7D | -0.7% | -2.5% | +1.8% | +0.4% |
| 30D | +1.4% | -4.2% | +5.6% | +3.2% |
| 3M | +4.4% | +8.1% | -3.7% | -0.3% |
| 6M | +0.8% | +35.6% | -34.8% | -14.6% |
| YTD | -2.7% | +28.8% | -31.5% | -16.1% |
| 1Y | +73.4% | +39.8% | +33.6% | +42.3% |
| 3Y | +142.1% | +221.4% | -79.2% | +27.1% |
| All | +3.6% | +141.8% | -138.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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