+31.2%
WEC vs SPXS
-85.7%
+116.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.7% |
| 7D | +0.4% | +1.2% | -0.8% | +0.5% |
| 30D | +0.9% | +5.2% | -4.3% | +1.4% |
| 3M | -5.3% | -9.2% | +3.8% | -6.0% |
| 6M | -6.6% | -29.6% | +23.0% | -9.3% |
| YTD | +3.3% | -27.6% | +30.9% | +0.6% |
| 1Y | +2.1% | -36.7% | +38.8% | -1.7% |
| 3Y | +39.6% | -79.8% | +119.4% | +19.8% |
| 5Y | +31.2% | -85.9% | +117.0% | +8.7% |
| All | +31.2% | -85.7% | +116.9% | +8.7% |
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