+46.0%
WM vs SPYG
+98.8%
-52.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -2.4% | -0.4% | -1.9% | -2.4% |
| 3M | +0.4% | +0.5% | -0.1% | +0.6% |
| 6M | -9.5% | +17.5% | -26.9% | -10.4% |
| YTD | +0.5% | +14.3% | -13.8% | -0.2% |
| 1Y | -1.1% | +21.7% | -22.8% | -2.8% |
| All | +46.0% | +98.8% | -52.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling