-35.1%
SPXS vs WETO
-98.9%
+63.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -2.4% |
| 7D | +2.5% | -4.3% | +6.8% | +2.5% |
| 30D | +4.2% | -39.9% | +44.1% | +5.7% |
| 3M | -9.3% | -97.9% | +88.6% | -12.4% |
| 6M | -30.7% | -95.0% | +64.3% | -29.6% |
| YTD | -28.1% | -97.2% | +69.1% | -28.9% |
| 1Y | -35.1% | -98.9% | +63.8% | -37.5% |
| All | -35.1% | -98.9% | +63.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling