+108.7%
SPG vs WTW
+42.3%
+66.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.2% | -7.8% | +5.6% | +0.9% |
| 30D | -5.8% | -7.9% | +2.1% | -2.8% |
| 3M | -2.8% | +19.9% | -22.7% | -10.1% |
| 6M | +8.9% | +9.8% | -0.9% | +3.6% |
| YTD | +14.3% | -3.3% | +17.6% | +14.4% |
| 1Y | +19.5% | -3.3% | +22.8% | +19.3% |
| 3Y | +106.9% | +61.5% | +45.3% | +52.2% |
| 5Y | +108.7% | +42.6% | +66.1% | +59.1% |
| All | +108.7% | +42.3% | +66.4% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling