-100.0%
SPXU vs WCN
+1,582.0%
-1,682.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +0.2% |
| 7D | -1.5% | -0.4% | -1.0% | -2.0% |
| 30D | +3.7% | -2.1% | +5.9% | +0.7% |
| 3M | -9.6% | +6.4% | -15.9% | -2.6% |
| 6M | -32.4% | -3.7% | -28.7% | -37.7% |
| YTD | -28.7% | -6.4% | -22.3% | -36.7% |
| 1Y | -38.2% | -7.9% | -30.3% | -47.0% |
| 3Y | -80.4% | +20.8% | -101.2% | -72.3% |
| 5Y | -86.0% | +29.0% | -115.0% | -74.0% |
| 10Y | -99.5% | +236.4% | -335.9% | -94.1% |
| All | -100.0% | +1,582.0% | -1,682.0% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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