+109.0%
SPG vs WPM
+749.7%
-640.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.0% | -3.6% | +5.6% | +2.2% |
| 30D | +17.2% | +1.4% | +15.8% | +17.1% |
| 3M | +6.3% | -0.2% | +6.5% | +6.1% |
| 6M | +18.7% | -7.3% | +26.0% | +18.8% |
| YTD | +30.1% | +12.3% | +17.7% | +28.6% |
| 1Y | +32.8% | +24.9% | +7.9% | +30.5% |
| 3Y | +133.6% | +210.4% | -76.8% | +118.4% |
| 5Y | +84.4% | +210.4% | -126.0% | +70.5% |
| All | +109.0% | +749.7% | -640.7% | +88.8% |
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