+472.0%
WMB vs SPYG
+528.0%
-56.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.4% |
| 7D | +7.8% | +2.3% | +5.5% | +5.5% |
| 30D | -5.1% | -6.5% | +1.4% | +0.9% |
| 3M | -4.7% | -6.8% | +2.1% | +1.5% |
| 6M | -7.4% | -3.1% | -4.3% | -6.2% |
| YTD | +17.5% | +8.0% | +9.5% | +5.7% |
| 1Y | +19.5% | +10.2% | +9.2% | +5.1% |
| 3Y | +121.3% | +91.0% | +30.3% | +6.7% |
| 5Y | +200.5% | +67.7% | +132.8% | +55.5% |
| 10Y | +281.9% | +393.9% | -112.0% | -44.7% |
| All | +472.0% | +528.0% | -56.0% | -65.5% |
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 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