+103.0%
WPC vs SPY
+312.9%
-209.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.5% | -2.7% | +4.2% | +3.3% |
| 30D | +3.7% | -5.4% | +9.1% | +7.6% |
| 3M | -8.1% | -4.1% | -4.1% | -5.7% |
| 6M | -9.5% | +0.7% | -10.2% | -10.6% |
| YTD | +5.3% | +8.7% | -3.3% | -1.9% |
| 1Y | +3.8% | +10.9% | -7.1% | -4.9% |
| 3Y | +42.3% | +75.0% | -32.7% | -11.1% |
| 5Y | +12.6% | +67.8% | -55.1% | -28.0% |
| All | +103.0% | +312.9% | -209.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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