+295.4%
WMB vs SPXS
-99.5%
+394.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -2.6% |
| 7D | -1.7% | +6.4% | -8.0% | +0.1% |
| 30D | +0.7% | +6.0% | -5.3% | +2.4% |
| 3M | +1.5% | -11.6% | +13.2% | -1.7% |
| 6M | +0.1% | -28.7% | +28.8% | -8.4% |
| YTD | +22.9% | -26.3% | +49.2% | +13.8% |
| 1Y | +27.9% | -34.9% | +62.8% | +14.7% |
| 3Y | +139.1% | -79.5% | +218.6% | +64.2% |
| 5Y | +270.9% | -85.9% | +356.9% | +155.1% |
| All | +295.4% | -99.5% | +394.9% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling