+660.4%
WDC vs SPG
+117.2%
+543.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -16.7% | +5.6% | -22.3% | -18.8% |
| 30D | -27.2% | +17.6% | -44.8% | -32.7% |
| 3M | -34.0% | +7.5% | -41.5% | -36.5% |
| 6M | -39.7% | +18.5% | -58.3% | -45.4% |
| YTD | +68.1% | +30.9% | +37.1% | +44.8% |
| 1Y | +66.3% | +34.1% | +32.2% | +41.6% |
| 3Y | +754.4% | +135.5% | +618.9% | +452.1% |
| 5Y | +595.8% | +86.5% | +509.2% | +394.5% |
| 10Y | +660.4% | +116.1% | +544.3% | +348.7% |
| All | +660.4% | +117.2% | +543.2% | +348.7% |
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