-33.6%
WGS vs SPY
+19.4%
-53.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +1.2% | +0.5% | +0.7% | +0.5% |
| 30D | +11.4% | -0.9% | +12.3% | +12.9% |
| 3M | +65.8% | +3.9% | +61.9% | +57.0% |
| 6M | -2.5% | +14.5% | -17.1% | -21.6% |
| YTD | -34.0% | +12.9% | -46.9% | -46.1% |
| 1Y | -33.6% | +19.4% | -53.0% | -54.3% |
| All | -33.6% | +19.4% | -53.0% | -54.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling