+62.1%
SPG vs WTW
+198.0%
-136.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | -5.7% | +4.6% | +1.7% |
| 30D | -6.1% | -7.3% | +1.1% | -2.7% |
| 3M | -3.6% | +21.5% | -25.1% | -13.3% |
| 6M | +10.4% | +9.6% | +0.8% | +3.5% |
| YTD | +14.4% | -3.3% | +17.7% | +13.6% |
| 1Y | +16.5% | -6.1% | +22.7% | +17.4% |
| 3Y | +106.8% | +61.8% | +45.0% | +48.7% |
| 5Y | +108.9% | +42.7% | +66.2% | +59.6% |
| All | +62.1% | +198.0% | -136.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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