+62.0%
SPG vs WSM
+1,058.9%
-996.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -5.8% | -10.7% | +4.9% | -2.0% |
| 3M | -2.8% | +8.5% | -11.3% | -5.9% |
| 6M | +8.9% | +19.6% | -10.8% | +1.5% |
| YTD | +14.3% | +26.6% | -12.3% | +3.8% |
| 1Y | +19.5% | +12.0% | +7.5% | +12.9% |
| 3Y | +106.9% | +226.6% | -119.8% | +19.9% |
| 5Y | +108.7% | +174.1% | -65.4% | +22.9% |
| All | +62.0% | +1,058.9% | -996.9% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling