+4,637.9%
SPG vs WWD
+15,408.5%
-10,770.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | -6.8% | -7.2% | +0.3% | -4.3% |
| 3M | +2.7% | -3.8% | +6.5% | +3.2% |
| 6M | +5.5% | -9.9% | +15.4% | +8.0% |
| YTD | +15.7% | +14.8% | +0.9% | +6.7% |
| 1Y | +20.9% | +42.1% | -21.2% | +1.5% |
| 3Y | +112.4% | +170.8% | -58.4% | +33.9% |
| 5Y | +101.4% | +197.5% | -96.2% | +20.2% |
| 10Y | +60.6% | +477.8% | -417.2% | -24.6% |
| All | +4,637.9% | +15,408.5% | -10,770.6% | +1,295.8% |
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