+200.8%
WMB vs SPG
+84.0%
+116.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +7.8% | +2.0% | +5.8% | +7.1% |
| 30D | -5.1% | +17.2% | -22.3% | -10.2% |
| 3M | -4.7% | +6.3% | -11.0% | -6.8% |
| 6M | -7.4% | +18.7% | -26.1% | -13.1% |
| YTD | +17.5% | +30.1% | -12.6% | +6.2% |
| 1Y | +19.5% | +32.8% | -13.3% | +7.2% |
| 3Y | +121.3% | +133.6% | -12.3% | +57.1% |
| All | +200.8% | +84.0% | +116.9% | +124.1% |
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