+115.9%
SPG vs WPM
+659.5%
-543.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.7% | +3.1% | -0.4% | +2.6% |
| 30D | +16.6% | -1.8% | +18.4% | +16.5% |
| 3M | +8.1% | +1.0% | +7.1% | +7.8% |
| 6M | +19.3% | -5.4% | +24.8% | +19.4% |
| YTD | +31.1% | +15.9% | +15.2% | +29.3% |
| 1Y | +32.8% | +30.8% | +1.9% | +30.1% |
| 3Y | +135.8% | +222.6% | -86.9% | +119.9% |
| 5Y | +85.1% | +227.4% | -142.3% | +70.8% |
| 10Y | +115.9% | +757.8% | -641.9% | +93.2% |
| All | +115.9% | +659.5% | -543.5% | +93.2% |
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