+1,896.7%
WAB vs SPXS
-100.0%
+1,996.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +1.2% |
| 7D | +1.7% | -1.5% | +3.2% | +1.1% |
| 30D | -2.4% | +3.7% | -6.1% | -0.9% |
| 3M | +9.7% | -9.6% | +19.3% | +6.2% |
| 6M | +16.5% | -32.4% | +48.9% | +2.0% |
| YTD | +33.7% | -28.7% | +62.4% | +20.1% |
| 1Y | +49.7% | -38.1% | +87.8% | +28.4% |
| 3Y | +170.9% | -80.1% | +251.1% | +66.9% |
| 5Y | +228.0% | -85.9% | +314.0% | +110.0% |
| 10Y | +284.8% | -99.5% | +384.3% | -7.9% |
| All | +1,896.7% | -100.0% | +1,996.7% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling