+1,228.2%
WDC vs SPG
+64.3%
+1,163.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +4.4% | -2.2% | +6.6% | +5.4% |
| 30D | +5.3% | -5.8% | +11.1% | +8.1% |
| 3M | -5.9% | -2.8% | -3.1% | -5.8% |
| 6M | +73.2% | +8.9% | +64.4% | +63.9% |
| YTD | +167.8% | +14.3% | +153.6% | +146.9% |
| 1Y | +386.0% | +19.5% | +366.5% | +337.2% |
| 3Y | +1,309.7% | +106.9% | +1,202.9% | +871.5% |
| 5Y | +957.1% | +108.7% | +848.4% | +622.9% |
| All | +1,228.2% | +64.3% | +1,163.8% | +707.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling