+1,359.3%
WDC vs SPG
+112.2%
+1,247.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +9.9% | -4.9% | +14.8% | +11.8% |
| 3M | -9.4% | +3.3% | -12.7% | -12.5% |
| 6M | +94.7% | +11.2% | +83.5% | +80.7% |
| YTD | +177.3% | +17.1% | +160.2% | +150.2% |
| 1Y | +412.4% | +21.6% | +390.8% | +351.4% |
| 3Y | +1,359.3% | +111.9% | +1,247.4% | +1,050.9% |
| All | +1,359.3% | +112.2% | +1,247.1% | +1,050.9% |
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 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