+1.0%
WM vs SPYG
+20.7%
-19.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.8% |
| 7D | -0.9% | +1.2% | -2.1% | -0.4% |
| 30D | -4.3% | -1.6% | -2.8% | -4.9% |
| 3M | +0.8% | +3.4% | -2.6% | +2.6% |
| 6M | -10.8% | +18.9% | -29.7% | -5.9% |
| YTD | -0.1% | +13.8% | -13.8% | +4.0% |
| 1Y | +1.0% | +20.6% | -19.6% | +6.6% |
| All | +1.0% | +20.7% | -19.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling