+259.9%
WMB vs SPG
+117.3%
+142.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.9% |
| 7D | -6.7% | +5.1% | -11.7% | -8.5% |
| 30D | -8.6% | +16.8% | -25.4% | -14.2% |
| 3M | -4.9% | +5.7% | -10.6% | -7.3% |
| 6M | -6.3% | +17.8% | -24.1% | -12.8% |
| YTD | +13.0% | +30.1% | -17.1% | +0.6% |
| 1Y | +14.9% | +32.8% | -17.9% | +1.5% |
| 3Y | +113.4% | +137.2% | -23.8% | +45.9% |
| 5Y | +190.2% | +81.5% | +108.7% | +116.5% |
| 10Y | +259.9% | +116.5% | +143.3% | +123.2% |
| All | +259.9% | +117.3% | +142.6% | +123.2% |
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