+328.7%
WM vs SPG
+117.3%
+211.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -0.5% | +5.1% | -5.6% | -1.3% |
| 30D | +13.3% | +16.8% | -3.5% | +10.3% |
| 3M | +4.4% | +5.7% | -1.3% | +3.4% |
| 6M | +10.8% | +17.8% | -7.0% | +7.8% |
| YTD | +9.1% | +30.1% | -21.0% | +4.2% |
| 1Y | +19.1% | +32.8% | -13.7% | +13.4% |
| 3Y | +45.7% | +137.2% | -91.6% | +25.1% |
| 5Y | +60.4% | +81.5% | -21.0% | +42.1% |
| 10Y | +328.7% | +116.5% | +212.2% | +275.9% |
| All | +328.7% | +117.3% | +211.4% | +275.9% |
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