+3,238.7%
WMB vs SPG
+5,968.7%
-2,730.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | +2.7% | -1.2% | +0.4% |
| 30D | -7.1% | +16.6% | -23.6% | -13.2% |
| 3M | -4.0% | +8.1% | -12.1% | -7.5% |
| 6M | -5.7% | +19.3% | -25.1% | -13.2% |
| YTD | +17.2% | +31.1% | -13.9% | +3.1% |
| 1Y | +17.2% | +32.8% | -15.6% | +2.5% |
| 3Y | +121.1% | +135.8% | -14.7% | +47.9% |
| 5Y | +197.2% | +85.1% | +112.1% | +115.6% |
| 10Y | +280.9% | +115.9% | +165.0% | +125.7% |
| All | +3,238.7% | +5,968.7% | -2,730.0% | +431.8% |
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