-73.4%
WGS vs SPY
+143.0%
-216.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.9% |
| 7D | +1.2% | +0.5% | +0.7% | +0.3% |
| 30D | +11.4% | -0.9% | +12.3% | +13.2% |
| 3M | +65.8% | +3.9% | +61.9% | +55.1% |
| 6M | -2.5% | +14.5% | -17.1% | -24.2% |
| YTD | -34.0% | +12.9% | -46.9% | -47.6% |
| 1Y | -33.6% | +19.4% | -53.0% | -52.3% |
| 3Y | +1,754.6% | +78.5% | +1,676.2% | +516.1% |
| 5Y | -70.0% | +81.8% | -151.8% | -89.8% |
| All | -73.4% | +143.0% | -216.5% | -92.2% |
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