-85.9%
SPXS vs WCC
+228.2%
-314.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +0.6% |
| 7D | +1.2% | +6.8% | -5.6% | +5.9% |
| 30D | +5.2% | -3.0% | +8.2% | +3.3% |
| 3M | -9.2% | +0.2% | -9.4% | -6.8% |
| 6M | -29.6% | +33.2% | -62.8% | -8.9% |
| YTD | -27.6% | +45.8% | -73.4% | +1.4% |
| 1Y | -36.7% | +68.4% | -105.1% | +0.3% |
| 3Y | -79.8% | +131.1% | -211.0% | -46.9% |
| 5Y | -85.9% | +225.6% | -311.5% | -25.7% |
| All | -85.9% | +228.2% | -314.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling