+61.9%
WM vs SPXS
-83.0%
+144.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | +3.2% | -7.5% | +10.7% | +2.5% |
| 30D | +13.0% | +5.3% | +7.7% | +13.7% |
| 3M | +9.2% | +9.7% | -0.5% | +10.4% |
| 6M | +13.6% | -4.6% | +18.2% | +13.3% |
| YTD | +12.4% | -25.8% | +38.2% | +9.2% |
| 1Y | +21.2% | -28.8% | +50.0% | +17.3% |
| 3Y | +48.7% | -80.2% | +128.8% | +23.9% |
| All | +61.9% | -83.0% | +144.9% | +39.3% |
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