+109.0%
SPG vs WSM
+1,131.4%
-1,022.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.8% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +17.2% | +5.1% | +12.2% | +15.0% |
| 3M | +6.3% | +5.1% | +1.2% | +4.1% |
| 6M | +18.7% | +48.6% | -29.9% | +2.4% |
| YTD | +30.1% | +44.2% | -14.1% | +12.6% |
| 1Y | +32.8% | +38.1% | -5.3% | +16.5% |
| 3Y | +133.6% | +257.2% | -123.6% | +31.5% |
| 5Y | +84.4% | +165.1% | -80.7% | +10.8% |
| All | +109.0% | +1,131.4% | -1,022.4% | -46.6% |
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