+144.0%
WDAY vs SPXL
+1,102.8%
-958.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.3% | +3.5% |
| 7D | +1.8% | +7.4% | -5.6% | -1.1% |
| 30D | +4.1% | -7.8% | +11.9% | +6.4% |
| 3M | -4.8% | -11.9% | +7.1% | -1.1% |
| 6M | +68.6% | -1.7% | +70.4% | +65.9% |
| YTD | -8.5% | +20.8% | -29.3% | -18.3% |
| 1Y | -12.1% | +25.0% | -37.1% | -22.7% |
| 3Y | -13.2% | +226.1% | -239.3% | -51.8% |
| 5Y | -33.7% | +101.1% | -134.8% | -58.4% |
| All | +144.0% | +1,102.8% | -958.9% | -49.2% |
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