+345.6%
WBD vs SPXS
-100.0%
+445.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | +0.1% |
| 7D | -0.7% | -1.5% | +0.8% | -1.2% |
| 30D | +5.0% | +3.7% | +1.3% | +6.4% |
| 3M | +6.2% | -9.6% | +15.8% | +3.0% |
| 6M | +0.6% | -32.4% | +33.0% | -11.3% |
| YTD | -2.4% | -28.7% | +26.2% | -12.0% |
| 1Y | +127.7% | -38.1% | +165.8% | +97.0% |
| 3Y | +148.4% | -80.1% | +228.5% | +64.8% |
| 5Y | +4.2% | -85.9% | +90.1% | -26.5% |
| 10Y | +10.8% | -99.5% | +110.3% | -65.0% |
| All | +345.6% | -100.0% | +445.6% | -59.6% |
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 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