-100.0%
SPXS vs WCC
+2,324.9%
-2,424.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +3.7% |
| 7D | -1.5% | +8.5% | -10.0% | +5.4% |
| 30D | +3.7% | -1.0% | +4.7% | +3.1% |
| 3M | -9.6% | +2.1% | -11.7% | -5.6% |
| 6M | -32.4% | +36.8% | -69.2% | -6.6% |
| YTD | -28.7% | +47.7% | -76.4% | +6.8% |
| 1Y | -38.1% | +66.5% | -104.6% | +4.8% |
| 3Y | -80.1% | +134.2% | -214.3% | -40.9% |
| 5Y | -85.9% | +231.6% | -317.5% | -19.8% |
| 10Y | -99.5% | +508.1% | -607.6% | -90.0% |
| All | -100.0% | +2,324.9% | -2,424.9% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling