-99.5%
SPXS vs WWD
+490.2%
-589.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +0.6% |
| 7D | +6.4% | -2.9% | +9.2% | +3.7% |
| 30D | +6.0% | -6.6% | +12.6% | 0.0% |
| 3M | -11.6% | -9.3% | -2.3% | -18.2% |
| 6M | -28.7% | -13.6% | -15.1% | -35.1% |
| YTD | -26.3% | +10.4% | -36.6% | -15.1% |
| 1Y | -34.9% | +39.9% | -74.8% | -4.4% |
| 3Y | -79.5% | +165.0% | -244.5% | -33.9% |
| 5Y | -85.9% | +183.8% | -269.7% | -39.3% |
| All | -99.5% | +490.2% | -589.8% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling