+227.2%
WULF vs SPXL
+7,356.5%
-7,129.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -5.3% |
| 7D | -0.6% | -6.0% | +5.4% | +1.1% |
| 30D | -3.6% | -5.8% | +2.1% | -2.0% |
| 3M | -30.4% | +10.9% | -41.3% | -32.1% |
| 6M | +12.5% | +31.9% | -19.4% | +5.6% |
| YTD | +40.5% | +25.8% | +14.7% | +34.1% |
| 1Y | +53.0% | +39.8% | +13.2% | +42.7% |
| 3Y | +796.7% | +219.9% | +576.8% | +638.3% |
| 5Y | -30.9% | +141.1% | -172.0% | -41.8% |
| 10Y | +76.1% | +1,223.7% | -1,147.6% | +22.1% |
| All | +227.2% | +7,356.5% | -7,129.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling