-85.9%
SPXS vs WST
-25.8%
-60.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.3% |
| 7D | -1.5% | -0.3% | -1.3% | -1.6% |
| 30D | +3.7% | -4.6% | +8.3% | +1.5% |
| 3M | -9.6% | +5.7% | -15.3% | -6.9% |
| 6M | -32.4% | +37.6% | -70.0% | -20.3% |
| YTD | -28.7% | +23.0% | -51.7% | -19.6% |
| 1Y | -38.1% | +33.8% | -71.9% | -26.6% |
| 3Y | -80.1% | -13.4% | -66.8% | -79.8% |
| 5Y | -85.9% | -27.0% | -59.0% | -83.4% |
| All | -85.9% | -25.8% | -60.1% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling