-100.0%
SPXU vs WWD
+1,850.9%
-1,950.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +0.6% |
| 7D | -7.6% | +4.0% | -11.5% | -3.7% |
| 30D | +5.3% | +0.4% | +4.9% | +7.3% |
| 3M | +9.6% | -7.9% | +17.6% | +3.5% |
| 6M | -4.5% | -10.6% | +6.1% | -11.4% |
| YTD | -25.9% | +9.4% | -35.3% | -13.6% |
| 1Y | -28.9% | +25.7% | -54.6% | -4.1% |
| 3Y | -80.5% | +148.5% | -229.0% | -38.8% |
| 5Y | -83.4% | +189.5% | -272.9% | -23.6% |
| 10Y | -99.5% | +451.8% | -551.2% | -91.1% |
| All | -100.0% | +1,850.9% | -1,950.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling