-100.0%
SPXS vs WST
+2,119.5%
-2,219.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.6% |
| 7D | -0.1% | +0.7% | -0.8% | +0.6% |
| 30D | +0.8% | -3.1% | +4.0% | -2.0% |
| 3M | -4.7% | +7.2% | -11.9% | +1.9% |
| 6M | -29.6% | +36.8% | -66.4% | -5.0% |
| YTD | -29.8% | +23.8% | -53.7% | -12.8% |
| 1Y | -38.9% | +37.8% | -76.7% | -15.2% |
| 3Y | -79.6% | -15.9% | -63.7% | -81.8% |
| 5Y | -85.9% | -25.8% | -60.1% | -86.3% |
| 10Y | -99.5% | +319.6% | -419.1% | -92.4% |
| All | -100.0% | +2,119.5% | -2,219.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling