-31.1%
WDAY vs SPXL
+137.2%
-168.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -7.4% | -1.3% | -6.1% | -6.9% |
| 30D | +1.0% | -5.0% | +6.0% | +3.2% |
| 3M | +32.7% | +7.6% | +25.1% | +27.9% |
| 6M | +25.6% | +33.6% | -8.0% | +9.5% |
| YTD | -13.4% | +28.1% | -41.5% | -23.5% |
| 1Y | -19.4% | +43.6% | -63.0% | -32.6% |
| 3Y | -25.8% | +225.8% | -251.6% | -60.1% |
| 5Y | -31.1% | +140.1% | -171.2% | -61.5% |
| All | -31.1% | +137.2% | -168.3% | -61.5% |
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 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