-26.1%
WDAY vs SPXL
+224.8%
-250.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.4% |
| 7D | -6.1% | +1.5% | -7.6% | -6.4% |
| 30D | +3.7% | -3.7% | +7.4% | +4.9% |
| 3M | +29.6% | +8.1% | +21.5% | +26.2% |
| 6M | +23.3% | +39.0% | -15.7% | +10.1% |
| YTD | -13.3% | +29.9% | -43.2% | -21.0% |
| 1Y | -19.6% | +46.6% | -66.2% | -30.1% |
| All | -26.1% | +224.8% | -250.9% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling