+3,466.1%
WMB vs SPG
+5,256.9%
-1,790.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | +3.3% | -6.8% | +10.1% | +6.3% |
| 3M | +3.1% | +2.7% | +0.5% | +1.6% |
| 6M | -0.7% | +5.5% | -6.2% | -3.6% |
| YTD | +25.2% | +15.7% | +9.5% | +16.5% |
| 1Y | +32.9% | +20.9% | +12.0% | +21.1% |
| 3Y | +140.6% | +112.4% | +28.2% | +68.6% |
| 5Y | +273.5% | +101.4% | +172.1% | +160.7% |
| 10Y | +334.2% | +60.6% | +273.6% | +193.2% |
| All | +3,466.1% | +5,256.9% | -1,790.8% | +500.8% |
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