+3,004.2%
WMB vs SPG
+5,805.1%
-2,800.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -13.8% | +4.9% | -18.7% | -15.7% |
| 30D | -10.3% | +15.6% | -25.9% | -16.0% |
| 3M | -10.1% | +4.1% | -14.1% | -11.9% |
| 6M | -11.8% | +13.6% | -25.4% | -17.1% |
| YTD | +8.9% | +27.5% | -18.6% | -3.0% |
| 1Y | +14.0% | +32.2% | -18.3% | -0.1% |
| 3Y | +100.5% | +126.0% | -25.5% | +36.6% |
| 5Y | +179.5% | +74.7% | +104.8% | +107.8% |
| 10Y | +272.7% | +112.8% | +159.9% | +122.1% |
| All | +3,004.2% | +5,805.1% | -2,800.9% | +400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling