+78.0%
SPG vs WAB
+203.5%
-125.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.0% |
| 30D | +15.6% | +0.4% | +15.2% | +15.0% |
| 3M | +4.1% | -3.8% | +7.9% | +5.6% |
| 6M | +13.6% | +5.1% | +8.5% | +9.2% |
| YTD | +27.5% | +33.3% | -5.8% | +6.8% |
| 1Y | +32.2% | +39.8% | -7.6% | +7.5% |
| 3Y | +126.0% | +161.1% | -35.0% | +20.8% |
| All | +78.0% | +203.5% | -125.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling