+414.4%
SPYG vs WSM
+1,071.8%
-657.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -1.5% | -7.7% | +6.2% | +0.3% |
| 3M | +3.7% | +3.8% | 0.0% | +2.6% |
| 6M | +16.4% | +22.7% | -6.3% | +10.6% |
| YTD | +13.3% | +28.0% | -14.7% | +6.3% |
| 1Y | +17.9% | +12.7% | +5.1% | +13.5% |
| 3Y | +98.3% | +231.3% | -132.9% | +42.6% |
| 5Y | +86.4% | +177.2% | -90.8% | +34.8% |
| All | +414.4% | +1,071.8% | -657.4% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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