+1,188.5%
WDC vs SPXL
+1,271.9%
-83.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -4.3% |
| 7D | -4.3% | -2.5% | -1.8% | -3.1% |
| 30D | -1.5% | -4.2% | +2.7% | +0.6% |
| 3M | -15.5% | +8.1% | -23.6% | -18.4% |
| 6M | +66.5% | +35.6% | +30.8% | +43.6% |
| YTD | +159.9% | +28.8% | +131.1% | +131.2% |
| 1Y | +366.0% | +39.8% | +326.1% | +299.0% |
| 3Y | +1,285.8% | +221.4% | +1,064.4% | +654.2% |
| 5Y | +925.6% | +146.9% | +778.6% | +476.0% |
| All | +1,188.5% | +1,271.9% | -83.3% | +154.2% |
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