+2,550.4%
SPG vs WCN
+6,839.3%
-4,288.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -6.8% | +0.4% | -7.3% | -7.0% |
| 3M | +2.7% | +7.3% | -4.6% | +0.5% |
| 6M | +5.5% | -2.5% | +8.0% | +5.9% |
| YTD | +15.7% | -5.4% | +21.1% | +17.0% |
| 1Y | +20.9% | -8.5% | +29.3% | +23.3% |
| 3Y | +112.4% | +20.8% | +91.6% | +98.9% |
| 5Y | +101.4% | +30.0% | +71.3% | +84.1% |
| 10Y | +60.6% | +238.4% | -177.8% | +15.4% |
| All | +2,550.4% | +6,839.3% | -4,288.9% | +1,168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling