+59.7%
WM vs SPYG
+63.1%
-3.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +1.2% | -3.6% | +4.8% | +1.7% |
| 30D | +13.1% | -11.2% | +24.2% | +14.9% |
| 3M | +3.6% | -8.1% | +11.7% | +4.7% |
| 6M | +8.1% | -3.3% | +11.4% | +8.0% |
| YTD | +8.9% | +5.5% | +3.4% | +6.6% |
| 1Y | +20.3% | +7.0% | +13.4% | +17.4% |
| 3Y | +46.2% | +89.5% | -43.3% | +18.6% |
| All | +59.7% | +63.1% | -3.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling