+292.2%
WAB vs SPYG
+424.6%
-132.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | -4.1% | -1.5% | -2.6% | -2.9% |
| 3M | +8.2% | +3.7% | +4.4% | +4.7% |
| 6M | +15.4% | +16.4% | -1.0% | +1.6% |
| YTD | +33.1% | +13.3% | +19.8% | +19.5% |
| 1Y | +48.1% | +17.9% | +30.2% | +28.5% |
| 3Y | +167.7% | +98.3% | +69.4% | +50.7% |
| 5Y | +225.7% | +86.4% | +139.3% | +90.1% |
| All | +292.2% | +424.6% | -132.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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