+1,013.6%
WAT vs SPXS
-100.0%
+1,113.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.1% |
| 7D | -0.7% | -1.5% | +0.8% | -1.2% |
| 30D | -1.0% | +3.7% | -4.6% | +0.3% |
| 3M | +10.9% | -9.6% | +20.5% | +8.1% |
| 6M | +33.2% | -32.4% | +65.6% | +19.9% |
| YTD | +6.1% | -28.7% | +34.7% | -2.5% |
| 1Y | +30.2% | -38.1% | +68.3% | +15.3% |
| 3Y | +52.9% | -80.1% | +133.0% | +4.5% |
| 5Y | -5.1% | -85.9% | +80.8% | -32.8% |
| 10Y | +152.6% | -99.5% | +252.1% | -15.0% |
| All | +1,013.6% | -100.0% | +1,113.6% | +32.3% |
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