-80.7%
WGS vs SPY
+133.9%
-214.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.7% |
| 7D | -9.7% | -2.7% | -7.0% | -5.0% |
| 30D | -9.0% | -5.4% | -3.6% | +1.1% |
| 3M | -10.4% | -4.1% | -6.3% | -2.9% |
| 6M | +79.7% | +0.7% | +79.0% | +78.9% |
| YTD | -52.0% | +8.7% | -60.7% | -59.0% |
| 1Y | -55.0% | +10.9% | -65.9% | -62.8% |
| 3Y | +3,703.0% | +75.0% | +3,628.1% | +1,217.7% |
| 5Y | -77.9% | +67.8% | -145.7% | -91.5% |
| All | -80.7% | +133.9% | -214.6% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling