+109.5%
SPG vs WCC
+440.3%
-330.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.1% | +14.2% | -11.1% | -2.1% |
| 30D | +16.4% | -9.8% | +26.3% | +19.5% |
| 3M | +7.1% | -10.1% | +17.2% | +9.2% |
| 6M | +16.1% | -9.4% | +25.5% | +16.1% |
| YTD | +30.4% | +34.4% | -4.0% | +8.8% |
| 1Y | +33.0% | +23.3% | +9.7% | +14.7% |
| 3Y | +134.6% | +137.9% | -3.3% | +36.8% |
| 5Y | +84.9% | +144.0% | -59.1% | -2.4% |
| All | +109.5% | +440.3% | -330.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling