+892.4%
SPYG vs WTW
+1,101.3%
-208.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -1.8% | -7.8% | +6.0% | +0.9% |
| 30D | -1.9% | -7.9% | +6.0% | +0.7% |
| 3M | +5.2% | +19.9% | -14.8% | -1.9% |
| 6M | +15.6% | +9.8% | +5.8% | +10.4% |
| YTD | +12.4% | -3.3% | +15.8% | +11.5% |
| 1Y | +17.5% | -3.3% | +20.7% | +16.2% |
| 3Y | +98.1% | +61.5% | +36.5% | +59.4% |
| 5Y | +84.9% | +42.6% | +42.3% | +55.3% |
| 10Y | +417.7% | +197.1% | +220.6% | +230.0% |
| All | +892.4% | +1,101.3% | -208.9% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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