+62.1%
WM vs SPG
+83.3%
-21.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.2% | +3.1% | -1.9% | +0.5% |
| 30D | +15.2% | +16.4% | -1.2% | +11.5% |
| 3M | +8.3% | +7.1% | +1.3% | +6.7% |
| 6M | +13.1% | +16.1% | -2.9% | +9.6% |
| YTD | +12.5% | +30.4% | -17.9% | +6.4% |
| 1Y | +21.8% | +33.0% | -11.2% | +14.7% |
| 3Y | +48.8% | +134.6% | -85.9% | +23.8% |
| 5Y | +62.1% | +84.9% | -22.8% | +40.0% |
| All | +62.1% | +83.3% | -21.2% | +40.0% |
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