+11.4%
WBD vs SPYG
+424.6%
-413.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -0.7% | -0.9% | +0.1% | -0.1% |
| 30D | +1.4% | -1.5% | +2.9% | +2.6% |
| 3M | +4.4% | +3.7% | +0.7% | +0.7% |
| 6M | +0.8% | +16.4% | -15.6% | -12.0% |
| YTD | -2.7% | +13.3% | -16.0% | -13.4% |
| 1Y | +73.4% | +17.9% | +55.5% | +49.0% |
| 3Y | +142.1% | +98.3% | +43.8% | +36.8% |
| 5Y | +7.2% | +86.4% | -79.2% | -37.4% |
| All | +11.4% | +424.6% | -413.2% | -67.8% |
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 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