+36.6%
WAT vs SPXS
-40.2%
+76.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +2.3% | +0.8% | +1.5% | +2.7% |
| 3M | +8.7% | -4.7% | +13.5% | +8.5% |
| 6M | +28.3% | -29.6% | +57.9% | +18.0% |
| YTD | +7.8% | -29.8% | +37.6% | -0.7% |
| 1Y | +36.6% | -38.9% | +75.5% | +16.9% |
| All | +36.6% | -40.2% | +76.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling