+3.6%
WBD vs SPXS
-86.0%
+89.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.7% |
| 7D | -0.7% | +2.5% | -3.2% | +0.4% |
| 30D | +1.4% | +4.2% | -2.8% | +3.4% |
| 3M | +4.4% | -9.3% | +13.7% | +0.3% |
| 6M | +0.8% | -30.7% | +31.5% | -13.6% |
| YTD | -2.7% | -28.1% | +25.4% | -14.7% |
| 1Y | +73.4% | -35.1% | +108.5% | +45.9% |
| 3Y | +142.1% | -79.6% | +221.7% | +38.5% |
| All | +3.6% | -86.0% | +89.6% | -39.9% |
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 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