+4,895.3%
SPG vs WAB
+4,398.0%
+497.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.1% |
| 7D | +5.6% | +4.0% | +1.6% | +3.8% |
| 30D | +17.6% | +6.3% | +11.3% | +14.4% |
| 3M | +7.5% | +3.3% | +4.2% | +5.6% |
| 6M | +18.5% | +14.5% | +4.1% | +11.0% |
| YTD | +30.9% | +42.7% | -11.7% | +11.7% |
| 1Y | +34.1% | +45.2% | -11.1% | +13.5% |
| 3Y | +135.5% | +173.8% | -38.2% | +52.1% |
| 5Y | +86.5% | +223.8% | -137.3% | +12.1% |
| 10Y | +116.1% | +280.5% | -164.4% | +19.1% |
| All | +4,895.3% | +4,398.0% | +497.3% | +1,371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling