-100.0%
SPXU vs WWD
+1,906.6%
-2,006.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | -0.2% |
| 7D | -1.5% | +0.8% | -2.3% | -0.6% |
| 30D | +3.7% | -6.4% | +10.1% | -2.4% |
| 3M | -9.6% | -5.6% | -3.9% | -13.5% |
| 6M | -32.4% | -9.1% | -23.3% | -35.8% |
| YTD | -28.7% | +12.5% | -41.2% | -16.1% |
| 1Y | -38.2% | +41.3% | -79.5% | -7.5% |
| 3Y | -80.4% | +170.2% | -250.7% | -33.9% |
| 5Y | -86.0% | +192.5% | -278.5% | -36.1% |
| 10Y | -99.5% | +476.9% | -576.4% | -91.2% |
| All | -100.0% | +1,906.6% | -2,006.6% | -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