+2,957.4%
SPG vs WCC
+1,536.7%
+1,420.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +5.6% | -9.9% | +15.5% | +8.4% |
| 30D | +17.6% | -13.4% | +31.0% | +21.6% |
| 3M | +7.5% | -13.5% | +20.9% | +10.6% |
| 6M | +18.5% | -10.6% | +29.1% | +19.2% |
| YTD | +30.9% | +30.1% | +0.8% | +15.8% |
| 1Y | +34.1% | +22.3% | +11.8% | +20.6% |
| 3Y | +135.5% | +130.3% | +5.2% | +63.5% |
| 5Y | +86.5% | +144.5% | -58.0% | +21.7% |
| 10Y | +116.1% | +431.8% | -315.8% | +2.1% |
| All | +2,957.4% | +1,536.7% | +1,420.6% | +882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling