-36.7%
SPXS vs WST
+33.7%
-70.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.4% |
| 7D | +1.2% | -1.7% | +2.9% | +0.8% |
| 30D | +5.2% | -4.3% | +9.5% | +3.9% |
| 3M | -9.2% | +0.7% | -9.9% | -8.6% |
| 6M | -29.6% | +36.0% | -65.6% | -20.9% |
| YTD | -27.6% | +22.7% | -50.4% | -20.2% |
| 1Y | -36.7% | +34.1% | -70.8% | -27.2% |
| All | -36.7% | +33.7% | -70.5% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling