+6,821.0%
WPM vs SPXS
-100.0%
+6,921.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | +0.5% |
| 7D | +7.0% | -1.5% | +8.6% | +6.7% |
| 30D | +15.7% | +3.7% | +12.1% | +16.8% |
| 3M | +35.2% | -9.6% | +44.8% | +33.2% |
| 6M | +6.1% | -32.4% | +38.5% | -0.8% |
| YTD | +32.6% | -28.7% | +61.2% | +26.0% |
| 1Y | +46.9% | -38.1% | +85.0% | +36.1% |
| 3Y | +276.3% | -80.1% | +356.4% | +186.2% |
| 5Y | +260.0% | -85.9% | +345.9% | +177.0% |
| 10Y | +508.5% | -99.5% | +608.0% | +136.8% |
| All | +6,821.0% | -100.0% | +6,921.0% | +665.2% |
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