+58.5%
WM vs SPG
+83.5%
-25.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.2% | +5.6% | -4.4% | -0.1% |
| 30D | +13.7% | +17.6% | -3.9% | +9.8% |
| 3M | +5.2% | +7.5% | -2.2% | +3.5% |
| 6M | +11.2% | +18.5% | -7.4% | +7.3% |
| YTD | +9.4% | +30.9% | -21.5% | +3.4% |
| 1Y | +20.4% | +34.1% | -13.7% | +13.2% |
| 3Y | +44.7% | +135.5% | -90.8% | +20.4% |
| 5Y | +58.5% | +86.5% | -28.0% | +36.3% |
| All | +58.5% | +83.5% | -25.0% | +36.3% |
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