-99.5%
SPXS vs WST
+325.7%
-425.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.3% |
| 7D | +1.2% | -1.7% | +2.9% | +0.2% |
| 30D | +5.2% | -4.3% | +9.5% | +2.2% |
| 3M | -9.2% | +0.7% | -9.9% | -8.3% |
| 6M | -29.6% | +36.0% | -65.6% | -12.4% |
| YTD | -27.6% | +22.7% | -50.4% | -15.2% |
| 1Y | -36.7% | +34.1% | -70.8% | -20.3% |
| 3Y | -79.8% | -13.6% | -66.3% | -79.9% |
| 5Y | -85.9% | -26.0% | -59.9% | -84.6% |
| 10Y | -99.5% | +335.8% | -435.3% | -96.3% |
| All | -99.5% | +325.7% | -425.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling