+109.0%
SPG vs WWD
+439.4%
-330.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +2.0% | +4.0% | -2.0% | -0.2% |
| 30D | +17.2% | +0.4% | +16.8% | +16.1% |
| 3M | +6.3% | -7.9% | +14.2% | +9.8% |
| 6M | +18.7% | -10.6% | +29.3% | +22.7% |
| YTD | +30.1% | +9.4% | +20.7% | +16.7% |
| 1Y | +32.8% | +25.7% | +7.0% | +8.6% |
| 3Y | +133.6% | +148.5% | -15.0% | +17.1% |
| 5Y | +84.4% | +189.5% | -105.1% | -19.8% |
| All | +109.0% | +439.4% | -330.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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