+4,123.4%
WGS vs SPY
+78.1%
+4,045.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.5% |
| 7D | -16.0% | +2.6% | -18.6% | -19.1% |
| 30D | -23.7% | -2.0% | -21.7% | -20.8% |
| 3M | -33.8% | -2.8% | -31.1% | -30.5% |
| 6M | +34.5% | +2.1% | +32.3% | +32.0% |
| YTD | -59.7% | +11.5% | -71.2% | -65.6% |
| 1Y | -59.8% | +13.5% | -73.3% | -66.5% |
| 3Y | +4,123.4% | +77.7% | +4,045.7% | +2,762.8% |
| All | +4,123.4% | +78.1% | +4,045.3% | +2,762.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling