+336.4%
WM vs SPG
+109.7%
+226.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | +1.2% | +4.9% | -3.7% | +0.4% |
| 30D | +13.1% | +15.6% | -2.5% | +10.3% |
| 3M | +3.6% | +4.1% | -0.5% | +2.9% |
| 6M | +8.1% | +13.6% | -5.5% | +5.8% |
| YTD | +8.9% | +27.5% | -18.6% | +4.4% |
| 1Y | +20.3% | +32.2% | -11.9% | +14.7% |
| 3Y | +46.2% | +126.0% | -79.8% | +26.6% |
| 5Y | +59.9% | +74.7% | -14.9% | +42.5% |
| All | +336.4% | +109.7% | +226.7% | +284.2% |
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