+815.8%
WEC vs SPXS
-100.0%
+915.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.3% | +0.8% | -2.1% | -1.1% |
| 3M | -3.9% | -4.7% | +0.8% | -4.4% |
| 6M | -8.3% | -29.6% | +21.3% | -12.8% |
| YTD | +3.1% | -29.8% | +32.9% | -1.9% |
| 1Y | +1.9% | -38.9% | +40.9% | -4.9% |
| 3Y | +41.9% | -79.6% | +121.5% | +14.3% |
| 5Y | +30.8% | -85.9% | +116.7% | +5.4% |
| 10Y | +141.9% | -99.5% | +241.4% | +26.1% |
| All | +815.8% | -100.0% | +915.8% | +158.0% |
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