+78.0%
SPG vs WWD
+170.1%
-92.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.2% |
| 7D | +4.9% | +4.2% | +0.7% | +3.4% |
| 30D | +15.6% | -2.1% | +17.7% | +15.9% |
| 3M | +4.1% | -13.2% | +17.2% | +8.2% |
| 6M | +13.6% | -16.9% | +30.5% | +18.8% |
| YTD | +27.5% | +5.2% | +22.3% | +20.9% |
| 1Y | +32.2% | +20.6% | +11.6% | +18.1% |
| 3Y | +126.0% | +146.3% | -20.3% | +40.5% |
| All | +78.0% | +170.1% | -92.1% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling