-100.0%
SPXS vs WWD
+1,528.1%
-1,628.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +2.3% |
| 7D | -0.1% | +1.3% | -1.4% | +1.2% |
| 30D | +0.8% | -7.2% | +8.0% | -5.7% |
| 3M | -4.7% | -3.8% | -0.9% | -7.1% |
| 6M | -29.6% | -9.9% | -19.7% | -33.7% |
| YTD | -29.8% | +14.8% | -44.6% | -16.2% |
| 1Y | -38.9% | +42.1% | -81.0% | -9.0% |
| 3Y | -79.6% | +170.8% | -250.4% | -33.0% |
| 5Y | -85.9% | +197.5% | -283.4% | -36.9% |
| 10Y | -99.5% | +477.8% | -577.3% | -92.0% |
| All | -100.0% | +1,528.1% | -1,628.1% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling