+1,070.1%
WM vs SPXS
-100.0%
+1,170.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | +0.8% | -3.2% | -2.2% |
| 3M | +0.4% | -4.7% | +5.1% | -0.4% |
| 6M | -9.5% | -29.6% | +20.1% | -15.5% |
| YTD | +0.5% | -29.8% | +30.3% | -6.1% |
| 1Y | -1.1% | -38.9% | +37.8% | -10.1% |
| 3Y | +46.0% | -79.6% | +125.7% | +9.7% |
| 5Y | +51.8% | -85.9% | +137.7% | +14.4% |
| 10Y | +307.5% | -99.5% | +407.0% | +73.8% |
| All | +1,070.1% | -100.0% | +1,170.1% | +110.8% |
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