-100.0%
SPXU vs WSM
+5,570.4%
-5,670.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.3% |
| 7D | +1.3% | +2.6% | -1.4% | +3.0% |
| 30D | +5.1% | -9.3% | +14.4% | -1.2% |
| 3M | -9.1% | +7.1% | -16.2% | -4.0% |
| 6M | -29.6% | +21.7% | -51.3% | -17.8% |
| YTD | -27.7% | +28.7% | -56.4% | -11.3% |
| 1Y | -37.0% | +13.9% | -50.8% | -27.8% |
| 3Y | -80.2% | +232.2% | -312.3% | -43.2% |
| 5Y | -86.0% | +176.4% | -262.4% | -53.6% |
| 10Y | -99.5% | +1,072.4% | -1,172.0% | -92.8% |
| All | -100.0% | +5,570.4% | -5,670.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling