+2,283.7%
WM vs SPYG
+513.6%
+1,770.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +1.2% | -3.6% | +4.8% | +2.9% |
| 30D | +13.1% | -11.2% | +24.2% | +19.3% |
| 3M | +3.6% | -8.1% | +11.7% | +7.3% |
| 6M | +8.1% | -3.3% | +11.4% | +8.3% |
| YTD | +8.9% | +5.5% | +3.4% | +3.8% |
| 1Y | +20.3% | +7.0% | +13.4% | +13.7% |
| 3Y | +46.2% | +89.5% | -43.3% | -0.9% |
| 5Y | +59.9% | +63.3% | -3.4% | +14.7% |
| 10Y | +345.6% | +395.1% | -49.6% | +67.2% |
| All | +2,283.7% | +513.6% | +1,770.1% | +510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling