+74.9%
WGMI vs SPY
+81.8%
-6.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +1.1% |
| 7D | -0.9% | -0.8% | -0.1% | +1.2% |
| 30D | -4.5% | -1.1% | -3.4% | -1.7% |
| 3M | -26.4% | +3.9% | -30.2% | -32.6% |
| 6M | +20.9% | +13.6% | +7.3% | -9.0% |
| YTD | +23.0% | +12.7% | +10.3% | -4.0% |
| 1Y | +31.9% | +17.5% | +14.4% | -5.1% |
| 3Y | +369.9% | +76.9% | +293.0% | +45.6% |
| All | +74.9% | +81.8% | -6.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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