+10.9%
WBD vs SPG
+58.0%
-47.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +2.4% | +11.2% | +11.6% |
| 7D | +13.6% | +2.4% | +11.2% | +11.6% |
| 30D | +13.6% | +2.4% | +11.2% | +11.6% |
| 3M | +13.6% | +2.4% | +11.2% | +11.6% |
| 6M | +13.3% | +9.1% | +4.2% | +5.3% |
| YTD | +7.4% | +12.5% | -5.1% | -3.5% |
| 1Y | +63.0% | +13.8% | +49.2% | +44.7% |
| 3Y | +206.7% | +123.2% | +83.6% | +59.2% |
| All | +10.9% | +58.0% | -47.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling