+19.4%
SPG vs WSM
+14.2%
+5.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -6.3% | -9.3% | +3.0% | -4.1% |
| 3M | -2.4% | +7.1% | -9.5% | -4.1% |
| 6M | +9.6% | +21.7% | -12.1% | +4.4% |
| YTD | +14.2% | +28.7% | -14.5% | +7.6% |
| All | +19.4% | +14.2% | +5.2% | +14.7% |
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