+292.2%
WAB vs SPXS
-99.6%
+391.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.2% |
| 7D | +0.1% | +2.5% | -2.4% | +1.0% |
| 30D | -4.1% | +4.2% | -8.3% | -2.5% |
| 3M | +8.2% | -9.3% | +17.5% | +5.1% |
| 6M | +15.4% | -30.7% | +46.1% | +3.3% |
| YTD | +33.1% | -28.1% | +61.2% | +21.3% |
| 1Y | +48.1% | -35.1% | +83.1% | +31.3% |
| 3Y | +167.7% | -79.6% | +247.3% | +76.0% |
| 5Y | +225.7% | -86.3% | +312.0% | +118.4% |
| All | +292.2% | -99.6% | +391.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling