+111.9%
SPG vs WCN
+19.6%
+92.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -4.9% | -2.1% | -2.8% | -4.3% |
| 3M | +3.3% | +6.4% | -3.1% | +1.3% |
| 6M | +11.2% | -3.7% | +14.9% | +12.3% |
| YTD | +17.1% | -6.4% | +23.4% | +19.1% |
| 1Y | +21.6% | -7.9% | +29.5% | +24.4% |
| 3Y | +111.9% | +20.8% | +91.1% | +93.5% |
| All | +111.9% | +19.6% | +92.2% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling