+280.9%
WMB vs SPG
+116.4%
+164.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | +2.7% | -1.2% | +0.5% |
| 30D | -7.1% | +16.6% | -23.6% | -12.8% |
| 3M | -4.0% | +8.1% | -12.1% | -7.2% |
| 6M | -5.7% | +19.3% | -25.1% | -12.7% |
| YTD | +17.2% | +31.1% | -13.9% | +4.0% |
| 1Y | +17.2% | +32.8% | -15.6% | +3.5% |
| 3Y | +121.1% | +135.8% | -14.7% | +51.6% |
| 5Y | +197.2% | +85.1% | +112.1% | +119.9% |
| 10Y | +280.9% | +115.9% | +165.0% | +136.0% |
| All | +280.9% | +116.4% | +164.5% | +136.0% |
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 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