+131.4%
WMT vs SPG
+103.4%
+28.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | -6.4% | -5.8% | -0.7% | -5.1% |
| 3M | -12.1% | -2.8% | -9.3% | -11.5% |
| 6M | -15.0% | +8.9% | -23.8% | -16.6% |
| YTD | -4.5% | +14.3% | -18.8% | -7.4% |
| 1Y | +6.2% | +19.5% | -13.3% | +1.8% |
| 3Y | +99.9% | +106.9% | -7.0% | +70.1% |
| 5Y | +131.4% | +108.7% | +22.7% | +93.3% |
| All | +131.4% | +103.4% | +28.1% | +93.3% |
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