+113.2%
WDC vs SPYG
+10.8%
+102.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.0% | -9.8% |
| 7D | -18.3% | -2.8% | -15.5% | -12.6% |
| 30D | -26.7% | -6.2% | -20.5% | -14.2% |
| 3M | -40.9% | -3.6% | -37.4% | -35.5% |
| 6M | -26.8% | +4.8% | -31.5% | -32.4% |
| YTD | +88.2% | +11.0% | +77.2% | +55.5% |
| 1Y | +113.2% | +11.2% | +102.0% | +77.0% |
| All | +113.2% | +10.8% | +102.3% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling