+637.9%
SPG vs WPM
+5,967.5%
-5,329.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -6.8% | +26.4% | -33.2% | -9.6% |
| 3M | +2.7% | +20.8% | -18.2% | -0.2% |
| 6M | +5.5% | +1.1% | +4.3% | +4.4% |
| YTD | +15.7% | +32.5% | -16.8% | +10.3% |
| 1Y | +20.9% | +51.5% | -30.7% | +12.9% |
| 3Y | +112.4% | +267.0% | -154.6% | +75.1% |
| 5Y | +101.4% | +250.1% | -148.8% | +65.0% |
| 10Y | +60.6% | +540.4% | -479.7% | +15.3% |
| All | +637.9% | +5,967.5% | -5,329.7% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling