+202.2%
WELL vs SPXL
+228.0%
-25.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.1% | +7.4% | -7.3% | -0.5% |
| 30D | +5.7% | -7.8% | +13.5% | +6.2% |
| 3M | +4.6% | -11.9% | +16.6% | +5.6% |
| 6M | +11.9% | -1.7% | +13.6% | +11.4% |
| YTD | +33.6% | +20.8% | +12.8% | +29.3% |
| 1Y | +29.8% | +25.0% | +4.8% | +24.9% |
| 3Y | +202.2% | +226.1% | -24.0% | +118.6% |
| All | +202.2% | +228.0% | -25.9% | +118.6% |
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