+1,006.1%
WDC vs SPYG
+84.1%
+921.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +7.5% | +0.3% | +7.1% | +6.9% |
| 30D | +10.1% | -1.7% | +11.7% | +12.6% |
| 3M | -6.8% | +3.6% | -10.5% | -9.4% |
| 6M | +84.1% | +16.6% | +67.5% | +55.8% |
| YTD | +180.3% | +13.4% | +166.9% | +147.5% |
| 1Y | +411.1% | +19.6% | +391.5% | +328.5% |
| 3Y | +1,375.0% | +99.8% | +1,275.2% | +615.8% |
| All | +1,006.1% | +84.1% | +921.9% | +449.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling