+1,168.0%
WM vs SPXS
-100.0%
+1,268.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.2% |
| 7D | +1.2% | +7.5% | -6.3% | +2.8% |
| 30D | +13.1% | +17.5% | -4.4% | +17.0% |
| 3M | +3.6% | +14.7% | -11.0% | +6.8% |
| 6M | +8.1% | -0.1% | +8.2% | +8.3% |
| YTD | +8.9% | -19.7% | +28.7% | +4.8% |
| 1Y | +20.3% | -23.6% | +43.9% | +14.7% |
| 3Y | +46.2% | -79.2% | +125.4% | +9.9% |
| 5Y | +59.9% | -81.7% | +141.6% | +27.3% |
| 10Y | +345.6% | -99.5% | +445.1% | +90.1% |
| All | +1,168.0% | -100.0% | +1,268.0% | +135.2% |
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