-79.7%
WGS vs SPY
+139.4%
-219.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +1.1% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | -2.4% | -3.3% | +0.9% | +4.3% |
| 3M | -14.7% | -2.4% | -12.3% | -10.5% |
| 6M | +61.2% | +2.6% | +58.6% | +55.5% |
| YTD | -49.5% | +11.2% | -60.7% | -58.6% |
| 1Y | -53.0% | +13.4% | -66.4% | -62.7% |
| 3Y | +4,370.7% | +79.9% | +4,290.8% | +1,374.2% |
| 5Y | -75.3% | +72.2% | -147.4% | -90.9% |
| All | -79.7% | +139.4% | -219.1% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling