+2,323.8%
SPG vs WTW
+1,139.1%
+1,184.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.6% |
| 7D | 0.0% | -2.7% | +2.7% | +1.3% |
| 30D | -4.9% | -5.6% | +0.7% | -2.3% |
| 3M | +3.3% | +26.5% | -23.2% | -8.8% |
| 6M | +11.2% | +8.1% | +3.1% | +5.1% |
| YTD | +17.1% | -0.3% | +17.4% | +14.2% |
| 1Y | +21.6% | -0.9% | +22.4% | +18.8% |
| 3Y | +111.9% | +66.6% | +45.2% | +55.0% |
| 5Y | +106.9% | +54.0% | +53.0% | +56.4% |
| 10Y | +62.2% | +198.1% | -135.9% | -13.4% |
| All | +2,323.8% | +1,139.1% | +1,184.7% | +777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling