+552.4%
SPG vs WU
-22.0%
+574.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.8% |
| 7D | +2.7% | +2.1% | +0.6% | +1.3% |
| 30D | +16.6% | +10.1% | +6.4% | +10.1% |
| 3M | +8.1% | -1.1% | +9.2% | +7.7% |
| 6M | +19.3% | -19.8% | +39.1% | +30.1% |
| YTD | +31.1% | -20.8% | +51.8% | +42.3% |
| 1Y | +32.8% | -15.1% | +47.9% | +38.0% |
| 3Y | +135.8% | -23.2% | +159.0% | +149.0% |
| 5Y | +85.1% | -42.6% | +127.7% | +122.5% |
| 10Y | +115.9% | -38.9% | +154.8% | +147.5% |
| All | +552.4% | -22.0% | +574.4% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling