+32.8%
SPG vs WPM
+32.1%
+0.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +2.7% | +3.1% | -0.4% | +2.6% |
| 30D | +16.6% | -1.8% | +18.4% | +16.4% |
| 3M | +8.1% | +1.0% | +7.1% | +7.8% |
| 6M | +19.3% | -5.4% | +24.8% | +20.1% |
| YTD | +31.1% | +15.9% | +15.2% | +28.3% |
| 1Y | +32.8% | +30.8% | +1.9% | +27.6% |
| All | +32.8% | +32.1% | +0.6% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling