+1,060.3%
SPYG vs WU
-21.8%
+1,082.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | +2.3% | -2.0% | +4.4% | +3.0% |
| 30D | -6.5% | +11.4% | -17.9% | -10.2% |
| 3M | -6.8% | -6.8% | 0.0% | -5.3% |
| 6M | -3.1% | -14.6% | +11.5% | -0.2% |
| YTD | +8.0% | -20.6% | +28.6% | +13.4% |
| 1Y | +10.2% | -15.4% | +25.6% | +12.9% |
| 3Y | +91.0% | -23.6% | +114.6% | +97.3% |
| 5Y | +67.7% | -43.4% | +111.1% | +88.9% |
| 10Y | +393.9% | -38.8% | +432.7% | +419.8% |
| All | +1,060.3% | -21.8% | +1,082.2% | +896.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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