+410.2%
SPYG vs WWD
+490.2%
-80.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -1.8% | -2.9% | +1.0% | -1.0% |
| 30D | -1.9% | -6.6% | +4.7% | 0.0% |
| 3M | +5.2% | -9.3% | +14.5% | +7.7% |
| 6M | +15.6% | -13.6% | +29.2% | +19.5% |
| YTD | +12.4% | +10.4% | +2.1% | +7.1% |
| 1Y | +17.5% | +39.9% | -22.4% | +3.1% |
| 3Y | +98.1% | +165.0% | -67.0% | +39.8% |
| 5Y | +84.9% | +183.8% | -98.9% | +25.1% |
| All | +410.2% | +490.2% | -80.0% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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