+2,878.3%
SPG vs WCC
+1,412.6%
+1,465.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | +4.9% | -14.7% | +19.6% | +9.5% |
| 30D | +15.6% | -20.1% | +35.7% | +22.5% |
| 3M | +4.1% | -21.2% | +25.2% | +10.2% |
| 6M | +13.6% | -19.2% | +32.7% | +17.8% |
| YTD | +27.5% | +20.2% | +7.3% | +15.6% |
| 1Y | +32.2% | +14.5% | +17.8% | +21.4% |
| 3Y | +126.0% | +115.1% | +10.9% | +60.2% |
| 5Y | +74.7% | +121.5% | -46.7% | +17.6% |
| 10Y | +112.8% | +468.1% | -355.3% | -0.9% |
| All | +2,878.3% | +1,412.6% | +1,465.7% | +880.8% |
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