The film has generated mix reviews and some of the critics have blamed Scorsese of glorifying the lifestory of Jordon Belfort, a Wall Street stockbroker who defrauded investors with fraudulent stock sales.
However, in an interview to HitFix, producer and film's star DiCaprio said their attempt was to create something that will endure and tell a cautionary story about modern time.
"I think that at least the attempt going into it was to try to do something really outside of the box and I think Marty (Scorsese) had the same approach... In that regard I feel very proud of this performance. I think we took a lot of chances, and no matter what people think of the movie, we swung for the fences on this one," DiCaprio said.
Responding to the controversy that the film celebrated Belfort's hedonism, DiCaprio said that they were condoning such behaviour but without being judgemental.
"...The unique thing about Marty is that he doesn't judge his characters. And that was something that you don't quite understand while you're making the movie, but he allows the freedom of this almost hypnotic, drug-infused, wild ride that these characters go on. And he allows you, as an audience - guilty or not - to enjoy in that ride without judging who these people are.