+63.7%
SPG vs WPM
+523.6%
-459.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -1.7% | +3.9% | -5.5% | -1.8% |
| 30D | -6.3% | +17.7% | -23.9% | -7.1% |
| 3M | -2.4% | +39.4% | -41.9% | -4.2% |
| 6M | +9.6% | +6.4% | +3.2% | +9.0% |
| YTD | +14.2% | +34.0% | -19.8% | +12.0% |
| 1Y | +19.3% | +50.5% | -31.2% | +16.1% |
| 3Y | +106.7% | +280.3% | -173.6% | +90.9% |
| 5Y | +104.2% | +266.3% | -162.1% | +86.9% |
| 10Y | +63.7% | +550.8% | -487.1% | +50.4% |
| All | +63.7% | +523.6% | -459.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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