+302.1%
WMB vs SPG
+61.5%
+240.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +7.7% | -4.9% | +12.7% | +9.8% |
| 3M | +6.7% | +3.3% | +3.4% | +5.0% |
| 6M | +3.6% | +11.2% | -7.6% | -1.2% |
| YTD | +28.0% | +17.1% | +10.9% | +19.2% |
| 1Y | +37.6% | +21.6% | +16.0% | +26.0% |
| 3Y | +149.0% | +111.9% | +37.2% | +78.5% |
| 5Y | +285.3% | +106.9% | +178.4% | +171.6% |
| 10Y | +302.1% | +62.2% | +239.9% | +181.4% |
| All | +302.1% | +61.5% | +240.5% | +181.4% |
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