+1,128.5%
SPYG vs WU
-19.6%
+1,148.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | +0.5% | -3.9% | +4.4% | +0.2% |
| 6M | +17.5% | -20.7% | +38.1% | +24.6% |
| YTD | +14.3% | -18.4% | +32.7% | +19.7% |
| 1Y | +21.7% | -8.1% | +29.8% | +21.3% |
| 3Y | +98.6% | -24.2% | +122.8% | +106.6% |
| 5Y | +85.1% | -50.4% | +135.6% | +119.9% |
| 10Y | +412.0% | -40.0% | +452.1% | +446.6% |
| All | +1,128.5% | -19.6% | +1,148.1% | +952.0% |
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