+1,188.5%
WDC vs SPXS
-99.6%
+1,288.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -4.3% |
| 7D | -4.3% | +2.5% | -6.8% | -3.1% |
| 30D | -1.5% | +4.2% | -5.7% | +0.8% |
| 3M | -15.5% | -9.3% | -6.2% | -17.9% |
| 6M | +66.5% | -30.7% | +97.1% | +45.6% |
| YTD | +159.9% | -28.1% | +187.9% | +135.4% |
| 1Y | +366.0% | -35.1% | +401.0% | +309.9% |
| 3Y | +1,285.8% | -79.6% | +1,365.4% | +730.0% |
| 5Y | +925.6% | -86.3% | +1,011.8% | +542.1% |
| All | +1,188.5% | -99.6% | +1,288.1% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling