+222.3%
WAB vs SPXS
-85.4%
+307.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | +0.6% |
| 7D | -0.2% | +6.4% | -6.6% | +1.9% |
| 30D | -5.9% | +6.0% | -11.9% | -3.9% |
| 3M | +9.4% | -11.6% | +21.0% | +5.5% |
| 6M | +13.8% | -28.7% | +42.5% | +3.3% |
| YTD | +31.8% | -26.3% | +58.0% | +21.5% |
| 1Y | +48.5% | -34.9% | +83.4% | +32.5% |
| 3Y | +167.0% | -79.5% | +246.4% | +80.4% |
| 5Y | +222.3% | -85.9% | +308.3% | +121.6% |
| All | +222.3% | -85.4% | +307.7% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling