-100.0%
SPXU vs WTW
+547.4%
-647.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +2.5% |
| 7D | +6.4% | -7.8% | +14.1% | -3.3% |
| 30D | +5.9% | -7.9% | +13.8% | -3.8% |
| 3M | -11.7% | +19.9% | -31.6% | +9.4% |
| 6M | -28.7% | +9.8% | -38.5% | -21.6% |
| YTD | -26.4% | -3.3% | -23.0% | -31.5% |
| 1Y | -35.2% | -3.3% | -31.9% | -39.8% |
| 3Y | -79.8% | +61.5% | -141.3% | -60.3% |
| 5Y | -86.1% | +42.6% | -128.6% | -71.0% |
| 10Y | -99.5% | +197.1% | -296.6% | -95.5% |
| All | -100.0% | +547.4% | -647.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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