+4,314.5%
SPG vs WAB
+4,092.2%
+222.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | -6.8% | -4.4% | -2.4% | -5.2% |
| 3M | +2.7% | +7.9% | -5.2% | -1.1% |
| 6M | +5.5% | +8.7% | -3.3% | +0.9% |
| YTD | +15.7% | +33.0% | -17.3% | +1.9% |
| 1Y | +20.9% | +46.7% | -25.8% | +1.9% |
| 3Y | +112.4% | +153.0% | -40.6% | +41.9% |
| 5Y | +101.4% | +222.3% | -120.9% | +21.6% |
| 10Y | +60.6% | +291.0% | -230.3% | -11.7% |
| All | +4,314.5% | +4,092.2% | +222.3% | +1,241.9% |
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