-80.4%
SPXS vs WCC
+138.4%
-218.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -9.5% | +14.2% | -23.7% | -1.7% |
| 30D | +7.4% | -9.8% | +17.2% | +3.3% |
| 3M | +6.1% | -10.1% | +16.2% | +2.8% |
| 6M | -7.3% | -9.4% | +2.1% | -7.6% |
| YTD | -26.7% | +34.4% | -61.1% | -3.4% |
| 1Y | -26.2% | +23.3% | -49.5% | -6.9% |
| All | -80.4% | +138.4% | -218.8% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling