+324.8%
WM vs SPG
+116.4%
+208.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | +2.7% | -2.0% | +0.3% |
| 30D | +13.8% | +16.6% | -2.7% | +10.9% |
| 3M | +6.4% | +8.1% | -1.7% | +5.0% |
| 6M | +13.2% | +19.3% | -6.1% | +9.9% |
| YTD | +10.8% | +31.1% | -20.3% | +5.7% |
| 1Y | +20.2% | +32.8% | -12.6% | +14.4% |
| 3Y | +46.5% | +135.8% | -89.3% | +25.9% |
| 5Y | +61.3% | +85.1% | -23.8% | +42.4% |
| 10Y | +324.8% | +115.9% | +208.8% | +271.7% |
| All | +324.8% | +116.4% | +208.4% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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