-83.4%
SPXU vs WST
+1.0%
-84.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.8% |
| 7D | -7.6% | +4.2% | -11.8% | -5.6% |
| 30D | +5.3% | +11.2% | -5.9% | +11.2% |
| 3M | +9.6% | +20.4% | -10.7% | +20.1% |
| 6M | -4.5% | +37.9% | -42.4% | +12.0% |
| YTD | -25.9% | +51.8% | -77.7% | -7.4% |
| 1Y | -28.9% | +56.6% | -85.5% | -9.5% |
| 3Y | -80.5% | +24.2% | -104.7% | -75.0% |
| All | -83.4% | +1.0% | -84.3% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling