+67.8%
SPG vs WCC
+514.1%
-446.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.2% |
| 7D | 0.0% | +8.5% | -8.5% | -3.2% |
| 30D | -4.9% | -1.0% | -4.0% | -5.0% |
| 3M | +3.3% | +2.1% | +1.2% | +0.6% |
| 6M | +11.2% | +36.8% | -25.6% | -5.1% |
| YTD | +17.1% | +47.7% | -30.7% | -4.1% |
| 1Y | +21.6% | +66.5% | -44.9% | -6.6% |
| 3Y | +111.9% | +134.2% | -22.3% | +27.8% |
| 5Y | +106.9% | +231.6% | -124.7% | -3.7% |
| All | +67.8% | +514.1% | -446.4% | -63.3% |
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