-86.1%
SPXU vs WWD
+187.1%
-273.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +0.6% |
| 7D | +6.4% | -2.9% | +9.2% | +3.8% |
| 30D | +5.9% | -6.6% | +12.5% | +0.3% |
| 3M | -11.7% | -9.3% | -2.4% | -17.6% |
| 6M | -28.7% | -13.6% | -15.1% | -34.5% |
| YTD | -26.4% | +10.4% | -36.7% | -14.5% |
| 1Y | -35.2% | +39.9% | -75.1% | -3.4% |
| 3Y | -79.8% | +165.0% | -244.8% | -29.6% |
| 5Y | -86.1% | +183.8% | -269.8% | -28.0% |
| All | -86.1% | +187.1% | -273.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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