+770.0%
WDC vs SPG
+135.6%
+634.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | +2.0% | +10.1% | +11.4% |
| 30D | -18.8% | +17.2% | -36.0% | -23.2% |
| 3M | -39.3% | +6.3% | -45.6% | -40.6% |
| 6M | -40.1% | +18.7% | -58.8% | -45.4% |
| YTD | +71.8% | +30.1% | +41.7% | +48.4% |
| 1Y | +88.5% | +32.8% | +55.7% | +60.9% |
| 3Y | +770.0% | +133.6% | +636.4% | +492.6% |
| All | +770.0% | +135.6% | +634.4% | +492.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling