+559.2%
SPYG vs WY
+276.7%
+282.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +0.3% | -1.7% | +2.0% | +1.0% |
| 30D | -1.7% | -9.9% | +8.2% | +2.2% |
| 3M | +3.6% | -7.5% | +11.2% | +6.2% |
| 6M | +16.6% | -5.1% | +21.7% | +17.9% |
| YTD | +13.4% | -2.1% | +15.5% | +12.7% |
| 1Y | +19.6% | -7.3% | +26.9% | +20.9% |
| 3Y | +99.8% | -22.6% | +122.4% | +112.1% |
| 5Y | +85.0% | -19.8% | +104.7% | +92.0% |
| 10Y | +422.1% | +9.6% | +412.5% | +336.2% |
| All | +559.2% | +276.7% | +282.4% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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