-100.0%
SPXU vs WST
+2,688.7%
-2,788.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +0.8% |
| 7D | -9.4% | +4.9% | -14.2% | -5.6% |
| 30D | +7.4% | +10.7% | -3.2% | +17.5% |
| 3M | +6.2% | +16.8% | -10.7% | +21.3% |
| 6M | -7.2% | +32.0% | -39.2% | +17.5% |
| YTD | -26.8% | +49.9% | -76.7% | +5.0% |
| 1Y | -26.3% | +50.6% | -76.9% | +6.8% |
| 3Y | -80.6% | +21.4% | -102.0% | -74.6% |
| 5Y | -83.6% | -0.6% | -83.0% | -77.7% |
| 10Y | -99.5% | +449.4% | -548.9% | -91.7% |
| All | -100.0% | +2,688.7% | -2,788.7% | -97.5% |
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