+561.8%
GWW vs SPXS
-99.6%
+661.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -2.6% |
| 30D | -1.9% | +4.2% | -6.1% | -0.6% |
| 3M | -2.4% | -9.3% | +6.9% | -4.8% |
| 6M | +15.7% | -30.7% | +46.4% | +5.0% |
| YTD | +27.6% | -28.1% | +55.7% | +17.6% |
| 1Y | +27.2% | -35.1% | +62.3% | +14.3% |
| 3Y | +89.7% | -79.6% | +169.2% | +30.4% |
| 5Y | +223.9% | -86.3% | +310.2% | +124.6% |
| All | +561.8% | -99.6% | +661.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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