+115.9%
SPG vs WST
+452.5%
-336.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +16.6% | +12.3% | +4.2% | +14.8% |
| 3M | +8.1% | +17.5% | -9.4% | +5.7% |
| 6M | +19.3% | +28.2% | -8.8% | +15.3% |
| YTD | +31.1% | +50.4% | -19.3% | +23.5% |
| 1Y | +32.8% | +49.3% | -16.5% | +25.1% |
| 3Y | +135.8% | +21.8% | +114.0% | +119.6% |
| 5Y | +85.1% | +0.3% | +84.8% | +72.5% |
| 10Y | +115.9% | +451.2% | -335.2% | +48.6% |
| All | +115.9% | +452.5% | -336.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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