+165.1%
WAB vs SPXS
-79.5%
+244.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.9% |
| 7D | +0.2% | +1.2% | -1.0% | +0.7% |
| 30D | -4.6% | +5.2% | -9.7% | -2.8% |
| 3M | +5.6% | -9.2% | +14.8% | +2.9% |
| 6M | +13.8% | -29.6% | +43.4% | +2.4% |
| YTD | +31.9% | -27.6% | +59.5% | +20.3% |
| 1Y | +48.3% | -36.7% | +85.0% | +30.3% |
| All | +165.1% | -79.5% | +244.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling