-99.5%
SPXS vs WCN
+235.9%
-335.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.1% |
| 7D | +2.5% | -3.1% | +5.6% | -1.9% |
| 30D | +4.2% | -3.4% | +7.6% | -0.6% |
| 3M | -9.3% | +3.0% | -12.3% | -6.3% |
| 6M | -30.7% | -3.8% | -26.9% | -36.3% |
| YTD | -28.1% | -8.3% | -19.7% | -38.6% |
| 1Y | -35.1% | -9.7% | -25.3% | -46.4% |
| 3Y | -79.6% | +17.2% | -96.7% | -71.5% |
| 5Y | -86.3% | +25.3% | -111.5% | -74.1% |
| All | -99.5% | +235.9% | -335.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling