-100.0%
SPXS vs WSM
+11,265.5%
-11,365.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.8% |
| 7D | -1.5% | +2.6% | -4.1% | +0.1% |
| 30D | +3.7% | -9.5% | +13.2% | -2.9% |
| 3M | -9.6% | +12.9% | -22.5% | -0.9% |
| 6M | -32.4% | +23.0% | -55.4% | -20.2% |
| YTD | -28.7% | +28.9% | -57.6% | -12.0% |
| 1Y | -38.1% | +13.7% | -51.8% | -29.0% |
| 3Y | -80.1% | +232.6% | -312.7% | -41.6% |
| 5Y | -85.9% | +185.9% | -271.8% | -50.9% |
| 10Y | -99.5% | +998.6% | -1,098.1% | -92.5% |
| All | -100.0% | +11,265.5% | -11,365.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling