+5,256.9%
SPG vs WY
+315.7%
+4,941.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.5% |
| 30D | -6.8% | -10.1% | +3.3% | -1.9% |
| 3M | +2.7% | -5.1% | +7.8% | +4.9% |
| 6M | +5.5% | -4.8% | +10.2% | +7.3% |
| YTD | +15.7% | -0.2% | +15.9% | +14.4% |
| 1Y | +20.9% | -6.6% | +27.5% | +23.0% |
| 3Y | +112.4% | -22.7% | +135.1% | +135.6% |
| 5Y | +101.4% | -22.2% | +123.6% | +121.4% |
| 10Y | +60.6% | +7.3% | +53.4% | +49.0% |
| All | +5,256.9% | +315.7% | +4,941.3% | +3,043.4% |
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