-54.8%
WGO vs SPY
+82.3%
-137.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.8% |
| 7D | -7.8% | -0.8% | -7.1% | -7.0% |
| 30D | -11.7% | -1.1% | -10.6% | -10.6% |
| 3M | +1.7% | +3.9% | -2.2% | -2.8% |
| 6M | -14.8% | +13.6% | -28.4% | -26.8% |
| YTD | -27.2% | +12.7% | -39.9% | -36.9% |
| 1Y | -16.3% | +17.5% | -33.8% | -31.1% |
| 3Y | -48.1% | +76.9% | -125.0% | -73.3% |
| All | -54.8% | +82.3% | -137.1% | -77.4% |
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