+2,902.6%
SPG vs WCN
+8,007.2%
-5,104.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +16.6% | +25.3% | -8.8% | +9.0% |
| 3M | +8.1% | +15.4% | -7.4% | +3.5% |
| 6M | +19.3% | +27.8% | -8.5% | +10.8% |
| YTD | +31.1% | +10.6% | +20.5% | +26.5% |
| 1Y | +32.8% | +15.8% | +17.0% | +26.4% |
| 3Y | +135.8% | +50.3% | +85.5% | +107.2% |
| 5Y | +85.1% | +46.9% | +38.2% | +63.2% |
| 10Y | +115.9% | +318.8% | -202.8% | +45.9% |
| All | +2,902.6% | +8,007.2% | -5,104.6% | +1,271.7% |
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