+66.3%
WDC vs SPG
+33.1%
+33.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | +0.1% |
| 7D | -16.7% | +5.6% | -22.3% | -14.4% |
| 30D | -27.2% | +17.6% | -44.8% | -21.2% |
| 3M | -34.0% | +7.5% | -41.5% | -31.1% |
| 6M | -39.7% | +18.5% | -58.3% | -39.0% |
| YTD | +68.1% | +30.9% | +37.1% | +68.1% |
| 1Y | +66.3% | +34.1% | +32.2% | +64.5% |
| All | +66.3% | +33.1% | +33.2% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling