+106.9%
SPG vs WPM
+261.1%
-154.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | 0.0% | +7.0% | -7.0% | -0.8% |
| 30D | -4.9% | +15.7% | -20.7% | -6.6% |
| 3M | +3.3% | +35.2% | -31.9% | -0.5% |
| 6M | +11.2% | +6.1% | +5.1% | +10.0% |
| YTD | +17.1% | +32.6% | -15.5% | +11.5% |
| 1Y | +21.6% | +46.9% | -25.3% | +13.7% |
| 3Y | +111.9% | +276.3% | -164.4% | +64.8% |
| 5Y | +106.9% | +260.0% | -153.1% | +48.4% |
| All | +106.9% | +261.1% | -154.2% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling