+109.7%
SPG vs WCC
+131.2%
-21.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.7% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | -6.8% | -5.8% | -1.0% | -5.9% |
| 3M | +2.7% | -3.7% | +6.3% | +2.8% |
| 6M | +5.5% | +23.1% | -17.6% | -0.3% |
| YTD | +15.7% | +44.2% | -28.4% | +5.2% |
| 1Y | +20.9% | +62.1% | -41.2% | +6.1% |
| All | +109.7% | +131.2% | -21.4% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling