-100.0%
SPXS vs WCN
+1,115.4%
-1,215.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -2.1% |
| 30D | +3.7% | -2.1% | +5.8% | +0.6% |
| 3M | -9.6% | +6.4% | -16.0% | -2.6% |
| 6M | -32.4% | -3.7% | -28.7% | -37.8% |
| YTD | -28.7% | -6.4% | -22.3% | -36.9% |
| 1Y | -38.1% | -7.9% | -30.1% | -47.1% |
| 3Y | -80.1% | +20.8% | -100.9% | -71.9% |
| 5Y | -85.9% | +29.0% | -114.9% | -73.8% |
| 10Y | -99.5% | +236.4% | -335.9% | -93.8% |
| All | -100.0% | +1,115.4% | -1,215.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling