+6,739.5%
WAB vs SPYG
+561.6%
+6,177.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | +1.7% | +1.2% | +0.5% | +0.6% |
| 30D | -2.4% | -1.6% | -0.9% | -1.2% |
| 3M | +9.7% | +3.4% | +6.3% | +6.2% |
| 6M | +16.5% | +18.9% | -2.4% | -0.2% |
| YTD | +33.7% | +13.8% | +19.9% | +18.7% |
| 1Y | +49.7% | +20.6% | +29.1% | +26.1% |
| 3Y | +170.9% | +100.5% | +70.4% | +45.6% |
| 5Y | +228.0% | +84.6% | +143.4% | +85.8% |
| 10Y | +284.8% | +410.8% | -126.0% | -12.8% |
| All | +6,739.5% | +561.6% | +6,177.9% | +834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling