-79.1%
SPXS vs WSM
+226.4%
-305.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +1.0% |
| 7D | +6.4% | +0.4% | +5.9% | +6.6% |
| 30D | +6.0% | -10.7% | +16.7% | +0.3% |
| 3M | -11.6% | +8.5% | -20.1% | -7.2% |
| 6M | -28.7% | +19.6% | -48.3% | -20.2% |
| YTD | -26.3% | +26.6% | -52.9% | -14.3% |
| 1Y | -34.9% | +12.0% | -46.9% | -28.0% |
| All | -79.1% | +226.4% | -305.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling