+15,774.8%
WDC vs SPG
+5,256.9%
+10,517.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | -10.0% | -6.8% | -3.1% | -7.1% |
| 3M | -18.8% | +2.7% | -21.4% | -20.8% |
| 6M | +79.0% | +5.5% | +73.6% | +72.6% |
| YTD | +171.6% | +15.7% | +155.8% | +150.5% |
| 1Y | +417.4% | +20.9% | +396.5% | +366.7% |
| 3Y | +1,251.8% | +112.4% | +1,139.4% | +841.9% |
| 5Y | +911.7% | +101.4% | +810.3% | +621.3% |
| 10Y | +1,399.6% | +60.6% | +1,339.0% | +939.7% |
| All | +15,774.8% | +5,256.9% | +10,517.9% | +1,835.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling