+5,122.8%
SPG vs WWD
+14,113.5%
-8,990.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.5% |
| 7D | +4.9% | +4.2% | +0.7% | +3.0% |
| 30D | +15.6% | -2.1% | +17.7% | +16.0% |
| 3M | +4.1% | -13.2% | +17.2% | +9.1% |
| 6M | +13.6% | -16.9% | +30.5% | +20.0% |
| YTD | +27.5% | +5.2% | +22.3% | +21.0% |
| 1Y | +32.2% | +20.6% | +11.6% | +18.1% |
| 3Y | +126.0% | +146.3% | -20.3% | +47.0% |
| 5Y | +74.7% | +171.3% | -96.6% | +7.6% |
| 10Y | +112.8% | +471.3% | -358.5% | +0.2% |
| All | +5,122.8% | +14,113.5% | -8,990.8% | +1,482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling