-100.0%
SPXS vs WU
+25.5%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | -0.9% |
| 7D | -1.5% | -0.8% | -0.7% | -2.3% |
| 30D | +3.7% | -1.1% | +4.8% | +2.7% |
| 3M | -9.6% | -1.8% | -7.8% | -10.9% |
| 6M | -32.4% | -23.9% | -8.5% | -49.0% |
| YTD | -28.7% | -20.4% | -8.3% | -43.2% |
| 1Y | -38.1% | -10.6% | -27.5% | -43.8% |
| 3Y | -80.1% | -27.7% | -52.4% | -84.2% |
| 5Y | -85.9% | -51.1% | -34.8% | -91.6% |
| 10Y | -99.5% | -40.7% | -58.8% | -99.4% |
| All | -100.0% | +25.5% | -125.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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