-39.1%
SPXU vs WSM
+19.9%
-58.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +2.4% |
| 7D | -0.1% | -3.3% | +3.1% | -1.8% |
| 30D | +0.8% | -8.4% | +9.2% | -3.6% |
| 3M | -4.7% | +9.7% | -14.4% | +1.2% |
| 6M | -29.6% | +16.7% | -46.3% | -20.8% |
| YTD | -29.9% | +28.7% | -58.6% | -17.5% |
| 1Y | -39.1% | +13.7% | -52.7% | -29.2% |
| All | -39.1% | +19.9% | -58.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling