-79.5%
SPXS vs WCC
+129.2%
-208.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +0.7% |
| 7D | +1.2% | +6.8% | -5.6% | +5.3% |
| 30D | +5.2% | -3.0% | +8.2% | +3.6% |
| 3M | -9.2% | +0.2% | -9.4% | -7.0% |
| 6M | -29.6% | +33.2% | -62.8% | -11.5% |
| YTD | -27.6% | +45.8% | -73.4% | -2.4% |
| 1Y | -36.7% | +68.4% | -105.1% | -4.8% |
| All | -79.5% | +129.2% | -208.7% | -50.3% |
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 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