-30.4%
SPXS vs WTW
+8.6%
-39.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -5.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.9% |
| 30D | +3.8% | +17.1% | -13.3% | +2.9% |
| 3M | +3.3% | -0.3% | +3.7% | +3.2% |
| 6M | -16.7% | +30.7% | -47.3% | -19.0% |
| YTD | -28.5% | +3.7% | -32.3% | -31.7% |
| 1Y | -30.4% | +5.9% | -36.3% | -33.6% |
| All | -30.4% | +8.6% | -39.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling