+19.5%
SPG vs WY
-9.3%
+28.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.8% |
| 7D | -2.2% | -3.7% | +1.5% | -1.3% |
| 30D | -5.8% | -11.3% | +5.5% | -2.8% |
| 3M | -2.8% | -8.1% | +5.3% | -0.7% |
| 6M | +8.9% | -7.4% | +16.3% | +11.1% |
| YTD | +14.3% | -4.7% | +19.0% | +15.4% |
| 1Y | +19.5% | -9.2% | +28.7% | +22.7% |
| All | +19.5% | -9.3% | +28.8% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling