+92.7%
WPC vs SPY
+311.3%
-218.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.6% | +0.5% | 0.0% | +0.2% |
| 30D | -1.7% | -0.9% | -0.8% | -1.1% |
| 3M | -3.3% | +3.9% | -7.2% | -6.2% |
| 6M | -0.2% | +14.5% | -14.7% | -10.0% |
| YTD | +12.6% | +12.9% | -0.3% | +2.3% |
| 1Y | +10.6% | +19.4% | -8.7% | -3.8% |
| 3Y | +34.8% | +78.5% | -43.6% | -16.6% |
| 5Y | +21.2% | +81.8% | -60.5% | -27.5% |
| 10Y | +92.7% | +311.5% | -218.8% | -44.1% |
| All | +92.7% | +311.3% | -218.6% | -44.1% |
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