-35.1%
SPXS vs WCC
+66.3%
-101.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -0.7% |
| 7D | +2.5% | +1.4% | +1.1% | +3.3% |
| 30D | +4.2% | -2.3% | +6.5% | +3.4% |
| 3M | -9.3% | +3.7% | -13.0% | -6.0% |
| 6M | -30.7% | +34.8% | -65.5% | -15.2% |
| YTD | -28.1% | +46.1% | -74.2% | -8.0% |
| 1Y | -35.1% | +62.7% | -97.8% | -14.0% |
| All | -35.1% | +66.3% | -101.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling