+111.5%
WDAY vs SPXL
+1,239.4%
-1,127.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -10.5% | -6.0% | -4.6% | -8.3% |
| 30D | +2.1% | -5.8% | +7.9% | +4.6% |
| 3M | +34.6% | +10.9% | +23.8% | +28.2% |
| 6M | +29.9% | +31.9% | -2.0% | +13.8% |
| YTD | -13.8% | +25.8% | -39.6% | -23.3% |
| 1Y | -18.3% | +39.8% | -58.0% | -30.8% |
| 3Y | -26.2% | +219.9% | -246.0% | -58.3% |
| 5Y | -30.8% | +141.1% | -171.9% | -59.2% |
| All | +111.5% | +1,239.4% | -1,127.9% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling