+20.9%
SPG vs WSM
+19.9%
+1.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | -6.8% | -8.4% | +1.6% | -4.9% |
| 3M | +2.7% | +9.7% | -7.0% | +0.3% |
| 6M | +5.5% | +16.7% | -11.2% | +1.1% |
| YTD | +15.7% | +28.7% | -13.0% | +9.0% |
| 1Y | +20.9% | +13.7% | +7.2% | +16.2% |
| All | +20.9% | +19.9% | +1.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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