+293.4%
WBD vs SPYG
+1,217.2%
-923.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -1.7% | +0.3% | -2.0% | -2.0% |
| 30D | +3.9% | -1.7% | +5.6% | +5.5% |
| 3M | +5.1% | +3.6% | +1.4% | +0.8% |
| 6M | +0.6% | +16.6% | -16.0% | -14.4% |
| YTD | -3.2% | +13.4% | -16.5% | -15.6% |
| 1Y | +127.7% | +19.6% | +108.1% | +88.0% |
| 3Y | +146.6% | +99.8% | +46.8% | +24.5% |
| 5Y | +4.2% | +85.0% | -80.8% | -43.4% |
| 10Y | +13.7% | +422.1% | -408.4% | -80.2% |
| All | +293.4% | +1,217.2% | -923.8% | -73.7% |
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