+5,227.7%
SPG vs WWD
+14,812.3%
-9,584.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.1% |
| 7D | +5.1% | +4.2% | +0.9% | +3.2% |
| 30D | +16.8% | -0.8% | +17.6% | +16.6% |
| 3M | +5.7% | -8.2% | +13.8% | +8.3% |
| 6M | +17.8% | -9.8% | +27.6% | +20.5% |
| YTD | +30.1% | +10.4% | +19.7% | +21.1% |
| 1Y | +32.8% | +25.5% | +7.3% | +16.8% |
| 3Y | +137.2% | +155.8% | -18.6% | +52.0% |
| 5Y | +81.5% | +187.3% | -105.9% | +9.3% |
| 10Y | +116.5% | +462.7% | -346.2% | +2.2% |
| All | +5,227.7% | +14,812.3% | -9,584.6% | +1,483.9% |
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