+924.9%
WEC vs SPXS
-100.0%
+1,024.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.1% |
| 7D | +2.3% | -7.5% | +9.8% | +1.2% |
| 30D | +11.1% | +5.3% | +5.7% | +12.2% |
| 3M | +8.4% | +9.7% | -1.3% | +10.3% |
| 6M | +7.5% | -4.6% | +12.1% | +7.3% |
| YTD | +15.3% | -25.8% | +41.1% | +11.0% |
| 1Y | +9.7% | -28.8% | +38.5% | +5.0% |
| 3Y | +64.7% | -80.2% | +144.8% | +31.8% |
| 5Y | +57.3% | -83.2% | +140.5% | +30.7% |
| 10Y | +195.9% | -99.5% | +295.4% | +55.7% |
| All | +924.9% | -100.0% | +1,024.9% | +192.0% |
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