+302.9%
WM vs SPYG
+410.1%
-107.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | -4.3% | -1.6% | -2.8% | -3.8% |
| 3M | +0.8% | +3.4% | -2.6% | -1.0% |
| 6M | -10.8% | +18.9% | -29.7% | -17.7% |
| YTD | -0.1% | +13.8% | -13.8% | -6.2% |
| 1Y | +1.0% | +20.6% | -19.6% | -8.0% |
| 3Y | +45.1% | +100.5% | -55.4% | +0.9% |
| 5Y | +52.1% | +84.6% | -32.5% | +8.6% |
| 10Y | +302.9% | +410.8% | -107.9% | +46.4% |
| All | +302.9% | +410.1% | -107.1% | +46.4% |
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