+20.9%
SPG vs WU
-8.3%
+29.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -6.8% | -1.1% | -5.7% | -6.8% |
| 3M | +2.7% | -3.9% | +6.5% | +3.0% |
| 6M | +5.5% | -20.7% | +26.1% | +6.9% |
| YTD | +15.7% | -18.4% | +34.1% | +17.3% |
| 1Y | +20.9% | -8.1% | +28.9% | +22.5% |
| All | +20.9% | -8.3% | +29.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling