+295.4%
WMB vs SPYG
+420.3%
-124.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -1.7% | -1.8% | +0.2% | -0.6% |
| 30D | +0.7% | -1.9% | +2.6% | +1.8% |
| 3M | +1.5% | +5.2% | -3.6% | -2.0% |
| 6M | +0.1% | +15.6% | -15.5% | -9.6% |
| YTD | +22.9% | +12.4% | +10.5% | +12.7% |
| 1Y | +27.9% | +17.5% | +10.4% | +13.6% |
| 3Y | +139.1% | +98.1% | +41.1% | +46.6% |
| 5Y | +270.9% | +84.9% | +186.0% | +131.9% |
| All | +295.4% | +420.3% | -124.9% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling