+770.0%
WDC vs SPXL
+228.0%
+542.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.1% |
| 7D | +12.1% | +7.4% | +4.6% | +6.8% |
| 30D | -18.8% | -7.8% | -11.0% | -12.9% |
| 3M | -39.3% | -11.9% | -27.4% | -33.3% |
| 6M | -40.1% | -1.7% | -38.4% | -38.3% |
| YTD | +71.8% | +20.8% | +51.0% | +55.5% |
| 1Y | +88.5% | +25.0% | +63.5% | +67.7% |
| 3Y | +770.0% | +226.1% | +543.9% | +348.9% |
| All | +770.0% | +228.0% | +542.0% | +348.9% |
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