+106.9%
SPG vs WU
-51.1%
+158.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.9% |
| 7D | 0.0% | -0.8% | +0.9% | +0.2% |
| 30D | -4.9% | -1.1% | -3.8% | -4.8% |
| 3M | +3.3% | -1.8% | +5.1% | +2.6% |
| 6M | +11.2% | -23.9% | +35.1% | +19.3% |
| YTD | +17.1% | -20.4% | +37.5% | +23.3% |
| 1Y | +21.6% | -10.6% | +32.2% | +22.1% |
| 3Y | +111.9% | -27.7% | +139.6% | +125.5% |
| 5Y | +106.9% | -51.1% | +158.1% | +157.4% |
| All | +106.9% | -51.1% | +158.0% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling