+1,328.4%
WDC vs SPYG
+96.8%
+1,231.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.0% |
| 7D | +4.4% | -1.8% | +6.2% | +7.6% |
| 30D | +5.3% | -1.9% | +7.2% | +8.8% |
| 3M | -5.9% | +5.2% | -11.1% | -11.3% |
| 6M | +73.2% | +15.6% | +57.7% | +43.3% |
| YTD | +167.8% | +12.4% | +155.4% | +132.6% |
| 1Y | +386.0% | +17.5% | +368.5% | +302.3% |
| All | +1,328.4% | +96.8% | +1,231.7% | +490.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling