+6,760.8%
WDC vs SPXS
-100.0%
+6,860.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +6.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -10.0% | +0.8% | -10.8% | -9.5% |
| 3M | -18.8% | -4.7% | -14.0% | -18.2% |
| 6M | +79.0% | -29.6% | +108.7% | +59.4% |
| YTD | +171.6% | -29.8% | +201.4% | +144.6% |
| 1Y | +417.4% | -38.9% | +456.3% | +345.3% |
| 3Y | +1,251.8% | -79.6% | +1,331.4% | +727.7% |
| 5Y | +911.7% | -85.9% | +997.6% | +556.6% |
| 10Y | +1,399.6% | -99.5% | +1,499.2% | +252.8% |
| All | +6,760.8% | -100.0% | +6,860.8% | +210.1% |
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 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