-79.6%
SPXS vs WTW
+61.9%
-141.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -5.7% | +8.2% | +1.0% |
| 30D | +4.2% | -7.3% | +11.5% | +2.2% |
| 3M | -9.3% | +21.5% | -30.8% | -4.3% |
| 6M | -30.7% | +9.6% | -40.3% | -29.4% |
| YTD | -28.1% | -3.3% | -24.8% | -30.4% |
| 1Y | -35.1% | -6.1% | -28.9% | -38.3% |
| 3Y | -79.6% | +61.8% | -141.4% | -77.1% |
| All | -79.6% | +61.9% | -141.5% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling