+149.0%
WMB vs SPYG
+100.8%
+48.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | +7.7% | -1.6% | +9.3% | +8.2% |
| 3M | +6.7% | +3.4% | +3.3% | +5.3% |
| 6M | +3.6% | +18.9% | -15.3% | -3.2% |
| YTD | +28.0% | +13.8% | +14.2% | +21.5% |
| 1Y | +37.6% | +20.6% | +17.0% | +27.1% |
| 3Y | +149.0% | +100.5% | +48.5% | +90.1% |
| All | +149.0% | +100.8% | +48.3% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling