+63.7%
SPG vs WCN
+235.4%
-171.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.8% |
| 7D | -1.7% | -1.7% | +0.1% | -0.7% |
| 30D | -6.3% | -3.0% | -3.3% | -4.7% |
| 3M | -2.4% | +2.5% | -5.0% | -4.0% |
| 6M | +9.6% | -5.7% | +15.3% | +12.5% |
| YTD | +14.2% | -7.4% | +21.7% | +17.9% |
| 1Y | +19.3% | -8.6% | +27.9% | +23.8% |
| 3Y | +106.7% | +19.4% | +87.3% | +78.4% |
| 5Y | +104.2% | +27.2% | +77.0% | +66.3% |
| 10Y | +63.7% | +238.5% | -174.8% | -13.0% |
| All | +63.7% | +235.4% | -171.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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