+330.3%
WM vs SPYG
+393.2%
-62.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +3.2% | +2.3% | +0.9% | +2.3% |
| 30D | +13.0% | -6.5% | +19.5% | +15.5% |
| 3M | +9.2% | -6.8% | +16.1% | +11.6% |
| 6M | +13.6% | -3.1% | +16.8% | +13.8% |
| YTD | +12.4% | +8.0% | +4.4% | +7.1% |
| 1Y | +21.2% | +10.2% | +11.0% | +14.4% |
| 3Y | +48.7% | +91.0% | -42.3% | +5.1% |
| 5Y | +61.9% | +67.7% | -5.9% | +20.9% |
| All | +330.3% | +393.2% | -62.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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