+3.0%
SSPC vs W
+39.7%
-36.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.8% | -18.1% |
| 7D | -4.7% | -3.6% | -1.1% | -7.0% |
| 30D | +36.7% | +7.0% | +29.8% | +42.6% |
| 3M | -49.4% | +7.4% | -56.8% | -46.0% |
| All | +3.0% | +39.7% | -36.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 6mo: compounded portfolio wealth divided by compounded W 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…
6mo analysis · Full analysis span regression · Available span rolling