+116.1%
SPG vs WAB
+288.7%
-172.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.5% |
| 7D | +5.6% | +4.0% | +1.6% | +2.9% |
| 30D | +17.6% | +6.3% | +11.3% | +12.7% |
| 3M | +7.5% | +3.3% | +4.2% | +4.6% |
| 6M | +18.5% | +14.5% | +4.1% | +7.0% |
| YTD | +30.9% | +42.7% | -11.7% | +2.0% |
| 1Y | +34.1% | +45.2% | -11.1% | +3.1% |
| 3Y | +135.5% | +173.8% | -38.2% | +15.6% |
| 5Y | +86.5% | +223.8% | -137.3% | -19.7% |
| 10Y | +116.1% | +280.5% | -164.4% | -31.8% |
| All | +116.1% | +288.7% | -172.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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