-99.5%
SPXU vs WST
+341.6%
-441.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +3.2% |
| 7D | +6.4% | +0.4% | +5.9% | +6.7% |
| 30D | +5.9% | -2.0% | +8.0% | +4.6% |
| 3M | -11.7% | +4.1% | -15.8% | -9.0% |
| 6M | -28.7% | +47.4% | -76.1% | -6.5% |
| YTD | -26.4% | +25.4% | -51.8% | -12.5% |
| 1Y | -35.2% | +35.3% | -70.5% | -18.1% |
| 3Y | -79.8% | -11.7% | -68.1% | -79.6% |
| 5Y | -86.1% | -24.0% | -62.0% | -84.5% |
| All | -99.5% | +341.6% | -441.2% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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