+34.1%
SPG vs WU
-14.8%
+48.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.5% |
| 7D | +5.6% | +11.0% | -5.5% | +4.3% |
| 30D | +17.6% | +13.4% | +4.2% | +16.0% |
| 3M | +7.5% | +2.2% | +5.2% | +6.8% |
| 6M | +18.5% | -18.2% | +36.7% | +20.9% |
| YTD | +30.9% | -18.3% | +49.2% | +33.3% |
| 1Y | +34.1% | -12.2% | +46.3% | +34.4% |
| All | +34.1% | -14.8% | +48.9% | +34.4% |
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