-80.9%
SPXS vs WST
+20.8%
-101.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -6.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.0% |
| 30D | +9.6% | +12.9% | -3.2% | +12.9% |
| 3M | +8.5% | +16.7% | -8.2% | +12.6% |
| 6M | -5.8% | +26.8% | -32.6% | -0.1% |
| YTD | -25.4% | +50.5% | -75.9% | -16.8% |
| 1Y | -28.8% | +52.9% | -81.7% | -20.2% |
| 3Y | -80.9% | +23.9% | -104.8% | -74.5% |
| All | -80.9% | +20.8% | -101.7% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling