+5,922.7%
SPG vs WSM
+19,471.2%
-13,548.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.6% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +17.2% | +5.1% | +12.2% | +15.6% |
| 3M | +6.3% | +5.1% | +1.2% | +4.7% |
| 6M | +18.7% | +48.6% | -29.9% | +6.7% |
| YTD | +30.1% | +44.2% | -14.1% | +17.3% |
| 1Y | +32.8% | +38.1% | -5.3% | +21.0% |
| 3Y | +133.6% | +257.2% | -123.6% | +59.4% |
| 5Y | +84.4% | +165.1% | -80.7% | +31.4% |
| 10Y | +114.3% | +1,123.6% | -1,009.2% | -0.9% |
| All | +5,922.7% | +19,471.2% | -13,548.5% | +1,606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling