-99.5%
SPXS vs WST
+449.7%
-549.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.8% |
| 7D | -9.5% | +4.9% | -14.3% | -6.4% |
| 30D | +7.4% | +10.7% | -3.3% | +15.4% |
| 3M | +6.1% | +16.8% | -10.7% | +18.2% |
| 6M | -7.3% | +32.0% | -39.2% | +12.4% |
| YTD | -26.7% | +49.9% | -76.7% | -1.4% |
| 1Y | -26.2% | +50.6% | -76.8% | +0.1% |
| 3Y | -80.3% | +21.4% | -101.8% | -74.6% |
| 5Y | -83.4% | -0.6% | -82.9% | -77.4% |
| All | -99.5% | +449.7% | -549.2% | -94.9% |
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