-99.5%
SPXS vs WCC
+540.7%
-640.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | +0.1% |
| 7D | +2.5% | +1.4% | +1.1% | +3.6% |
| 30D | +4.2% | -2.3% | +6.5% | +3.0% |
| 3M | -9.3% | +3.7% | -13.0% | -4.8% |
| 6M | -30.7% | +34.8% | -65.5% | -9.0% |
| YTD | -28.1% | +46.1% | -74.2% | +1.7% |
| 1Y | -35.1% | +62.7% | -97.8% | +1.2% |
| 3Y | -79.6% | +133.6% | -213.2% | -46.3% |
| 5Y | -86.3% | +226.1% | -312.3% | -36.6% |
| All | -99.5% | +540.7% | -640.2% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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