+564.9%
SPYG vs WWD
+5,891.1%
-5,326.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | -0.4% | -7.2% | +6.7% | +1.6% |
| 3M | +0.5% | -3.8% | +4.4% | +1.1% |
| 6M | +17.5% | -9.9% | +27.4% | +19.8% |
| YTD | +14.3% | +14.8% | -0.5% | +8.2% |
| 1Y | +21.7% | +42.1% | -20.4% | +7.8% |
| 3Y | +98.6% | +170.8% | -72.2% | +44.0% |
| 5Y | +85.1% | +197.5% | -112.4% | +28.8% |
| 10Y | +412.0% | +477.8% | -65.8% | +174.9% |
| All | +564.9% | +5,891.1% | -5,326.2% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling