+63.7%
SPG vs WU
-40.9%
+104.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | -1.7% | -4.9% | +3.3% | +0.7% |
| 30D | -6.3% | -1.3% | -5.0% | -5.9% |
| 3M | -2.4% | -3.6% | +1.1% | -3.0% |
| 6M | +9.6% | -24.3% | +34.0% | +22.3% |
| YTD | +14.2% | -21.1% | +35.3% | +24.0% |
| 1Y | +19.3% | -10.3% | +29.6% | +19.3% |
| 3Y | +106.7% | -28.4% | +135.1% | +126.2% |
| 5Y | +104.2% | -51.2% | +155.4% | +175.3% |
| 10Y | +63.7% | -39.6% | +103.3% | +105.2% |
| All | +63.7% | -40.9% | +104.6% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling