-86.2%
SPXS vs WSM
+175.3%
-261.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -1.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.2% |
| 30D | +4.2% | -7.7% | +11.9% | -0.7% |
| 3M | -9.3% | +3.8% | -13.1% | -6.5% |
| 6M | -30.7% | +22.7% | -53.4% | -19.2% |
| YTD | -28.1% | +28.0% | -56.1% | -12.8% |
| 1Y | -35.1% | +12.7% | -47.8% | -26.5% |
| 3Y | -79.6% | +231.3% | -310.9% | -40.8% |
| All | -86.2% | +175.3% | -261.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling