+27.3%
WAT vs SPXS
-30.2%
+57.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +0.1% |
| 7D | -1.9% | +2.2% | -4.1% | -1.1% |
| 30D | +6.2% | +3.8% | +2.5% | +7.8% |
| 3M | +18.1% | +3.3% | +14.7% | +19.9% |
| 6M | +54.9% | -16.7% | +71.6% | +47.8% |
| YTD | +23.1% | -28.5% | +51.7% | +13.0% |
| 1Y | +27.3% | -30.4% | +57.7% | +16.6% |
| All | +27.3% | -30.2% | +57.5% | +16.6% |
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 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