+62.0%
SPG vs WY
+7.2%
+54.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +1.8% |
| 7D | -2.2% | -3.7% | +1.5% | +0.1% |
| 30D | -5.8% | -11.3% | +5.5% | +1.6% |
| 3M | -2.8% | -8.1% | +5.3% | +1.9% |
| 6M | +8.9% | -7.4% | +16.3% | +13.1% |
| YTD | +14.3% | -4.7% | +19.0% | +15.5% |
| 1Y | +19.5% | -9.2% | +28.7% | +24.0% |
| 3Y | +106.9% | -24.7% | +131.6% | +139.0% |
| 5Y | +108.7% | -21.6% | +130.3% | +130.4% |
| All | +62.0% | +7.2% | +54.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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