-100.0%
SPXU vs WST
+2,203.6%
-2,303.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.6% |
| 7D | -0.1% | +0.7% | -0.9% | +0.5% |
| 30D | +0.8% | -3.1% | +4.0% | -1.7% |
| 3M | -4.7% | +7.2% | -11.9% | +1.3% |
| 6M | -29.6% | +36.8% | -66.4% | -7.6% |
| YTD | -29.9% | +23.8% | -53.7% | -14.4% |
| 1Y | -39.1% | +37.8% | -76.8% | -17.7% |
| 3Y | -80.0% | -15.9% | -64.1% | -81.4% |
| 5Y | -86.0% | -25.8% | -60.2% | -85.6% |
| 10Y | -99.5% | +319.6% | -419.1% | -93.9% |
| All | -100.0% | +2,203.6% | -2,303.6% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling