+5,968.7%
SPG vs WY
+272.9%
+5,695.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | -5.1% | +7.8% | +5.3% |
| 30D | +16.6% | +9.0% | +7.5% | +11.4% |
| 3M | +8.1% | -16.7% | +24.8% | +17.7% |
| 6M | +19.3% | -10.3% | +29.6% | +24.7% |
| YTD | +31.1% | -10.5% | +41.6% | +36.1% |
| 1Y | +32.8% | -5.9% | +38.7% | +34.2% |
| 3Y | +135.8% | -24.7% | +160.5% | +163.7% |
| 5Y | +85.1% | -31.5% | +116.6% | +116.2% |
| 10Y | +115.9% | +4.7% | +111.2% | +103.1% |
| All | +5,968.7% | +272.9% | +5,695.9% | +3,640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling