+2,099.7%
WM vs SPYG
+564.9%
+1,534.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -2.4% | -0.4% | -1.9% | -2.2% |
| 3M | +0.4% | +0.5% | -0.1% | -0.6% |
| 6M | -9.5% | +17.5% | -26.9% | -17.6% |
| YTD | +0.5% | +14.3% | -13.8% | -7.4% |
| 1Y | -1.1% | +21.7% | -22.8% | -12.2% |
| 3Y | +46.0% | +98.6% | -52.6% | -2.7% |
| 5Y | +51.8% | +85.1% | -33.3% | +2.5% |
| 10Y | +307.5% | +412.0% | -104.5% | +51.7% |
| All | +2,099.7% | +564.9% | +1,534.9% | +444.4% |
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