+63.3%
WM vs SPG
+75.4%
-12.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.4% |
| 7D | +4.5% | +5.0% | -0.5% | +3.4% |
| 30D | +16.1% | +12.3% | +3.8% | +13.2% |
| 3M | +8.0% | +1.9% | +6.2% | +7.5% |
| 6M | +8.4% | +14.4% | -6.0% | +5.5% |
| YTD | +11.2% | +26.5% | -15.3% | +5.9% |
| 1Y | +22.3% | +30.7% | -8.4% | +15.7% |
| 3Y | +50.2% | +122.6% | -72.4% | +26.8% |
| 5Y | +63.3% | +73.3% | -10.0% | +43.0% |
| All | +63.3% | +75.4% | -12.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling