+2,324.3%
WM vs SPYG
+535.5%
+1,788.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | +13.8% | -7.2% | +21.0% | +17.5% |
| 3M | +6.4% | -4.6% | +11.0% | +8.2% |
| 6M | +13.2% | -1.2% | +14.4% | +12.3% |
| YTD | +10.8% | +9.3% | +1.5% | +3.8% |
| 1Y | +20.2% | +8.8% | +11.3% | +12.6% |
| 3Y | +46.5% | +93.3% | -46.8% | -1.6% |
| 5Y | +61.3% | +71.7% | -10.4% | +12.7% |
| 10Y | +324.8% | +399.8% | -75.0% | +58.9% |
| All | +2,324.3% | +535.5% | +1,788.9% | +510.0% |
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