+180.3%
WMB vs SPG
+74.6%
+105.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -13.8% | +4.9% | -18.7% | -15.2% |
| 30D | -10.3% | +15.6% | -25.9% | -14.7% |
| 3M | -10.1% | +4.1% | -14.1% | -11.4% |
| 6M | -11.8% | +13.6% | -25.4% | -16.1% |
| YTD | +8.9% | +27.5% | -18.6% | -0.9% |
| 1Y | +14.0% | +32.2% | -18.3% | +2.3% |
| 3Y | +100.5% | +126.0% | -25.5% | +43.8% |
| All | +180.3% | +74.6% | +105.7% | +111.5% |
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