+729.7%
SPG vs WPM
+5,535.3%
-4,805.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.3% |
| 7D | +5.1% | +20.8% | -15.7% | +2.6% |
| 30D | +16.8% | +3.8% | +13.0% | +16.1% |
| 3M | +5.7% | +7.4% | -1.7% | +4.3% |
| 6M | +17.8% | +4.0% | +13.8% | +16.2% |
| YTD | +30.1% | +23.0% | +7.1% | +24.8% |
| 1Y | +32.8% | +45.9% | -13.2% | +24.5% |
| 3Y | +137.2% | +242.9% | -105.7% | +96.8% |
| 5Y | +81.5% | +259.5% | -178.1% | +48.0% |
| 10Y | +116.5% | +577.7% | -461.2% | +53.6% |
| All | +729.7% | +5,535.3% | -4,805.6% | +263.0% |
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