-100.0%
SPXS vs WST
+2,597.1%
-2,697.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.8% |
| 7D | +1.5% | +1.1% | +0.4% | +3.1% |
| 30D | +6.3% | +12.4% | -6.1% | +19.0% |
| 3M | +4.2% | +17.6% | -13.3% | +21.4% |
| 6M | -7.9% | +28.3% | -36.2% | +16.5% |
| YTD | -27.5% | +50.5% | -78.0% | +8.2% |
| 1Y | -27.0% | +49.4% | -76.4% | +8.7% |
| 3Y | -80.5% | +21.9% | -102.4% | -74.6% |
| 5Y | -84.0% | +0.4% | -84.3% | -78.5% |
| 10Y | -99.5% | +451.5% | -551.0% | -89.4% |
| All | -100.0% | +2,597.1% | -2,697.1% | -97.6% |
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