+13,214.3%
WDC vs SPYG
+564.9%
+12,649.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +6.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.2% |
| 30D | -10.0% | -0.4% | -9.5% | -9.4% |
| 3M | -18.8% | +0.5% | -19.3% | -17.4% |
| 6M | +79.0% | +17.5% | +61.6% | +51.2% |
| YTD | +171.6% | +14.3% | +157.2% | +138.7% |
| 1Y | +417.4% | +21.7% | +395.7% | +326.1% |
| 3Y | +1,251.8% | +98.6% | +1,153.2% | +524.3% |
| 5Y | +911.7% | +85.1% | +826.6% | +405.5% |
| 10Y | +1,399.6% | +412.0% | +987.6% | +123.8% |
| All | +13,214.3% | +564.9% | +12,649.5% | +1,150.7% |
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