+103.1%
SPG vs WCC
+216.1%
-113.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.0% |
| 7D | -2.4% | +4.5% | -6.9% | -3.5% |
| 30D | -6.8% | -5.8% | -1.0% | -5.6% |
| 3M | +2.7% | -3.7% | +6.3% | +2.6% |
| 6M | +5.5% | +23.1% | -17.6% | -2.3% |
| YTD | +15.7% | +44.2% | -28.4% | +1.9% |
| 1Y | +20.9% | +62.1% | -41.2% | +1.9% |
| 3Y | +112.4% | +121.1% | -8.7% | +51.9% |
| All | +103.1% | +216.1% | -113.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling