+3,311.1%
WM vs SPG
+5,256.9%
-1,945.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | -2.4% | -6.8% | +4.5% | -0.9% |
| 3M | +0.4% | +2.7% | -2.3% | -0.1% |
| 6M | -9.5% | +5.5% | -14.9% | -10.6% |
| YTD | +0.5% | +15.7% | -15.2% | -2.7% |
| 1Y | -1.1% | +20.9% | -22.0% | -5.2% |
| 3Y | +46.0% | +112.4% | -66.4% | +23.0% |
| 5Y | +51.8% | +101.4% | -49.5% | +27.3% |
| 10Y | +307.5% | +60.6% | +246.9% | +231.4% |
| All | +3,311.1% | +5,256.9% | -1,945.8% | +1,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling