-100.0%
SPXS vs WST
+2,596.9%
-2,696.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -4.0% |
| 7D | -1.5% | +1.3% | -2.8% | +0.3% |
| 30D | +9.6% | +12.9% | -3.2% | +23.1% |
| 3M | +8.5% | +16.7% | -8.2% | +25.5% |
| 6M | -5.8% | +26.8% | -32.6% | +18.0% |
| YTD | -25.4% | +50.5% | -75.9% | +11.3% |
| 1Y | -28.8% | +52.9% | -81.7% | +8.4% |
| 3Y | -80.9% | +23.9% | -104.8% | -74.5% |
| 5Y | -83.1% | +1.0% | -84.1% | -77.2% |
| 10Y | -99.5% | +451.4% | -550.9% | -89.1% |
| All | -100.0% | +2,596.9% | -2,696.9% | -97.5% |
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 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