+34.6%
WPC vs SPY
+77.4%
-42.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.5% | +0.1% | -2.5% | -2.5% |
| 3M | -3.6% | +2.0% | -5.6% | -4.3% |
| 6M | -1.0% | +13.0% | -14.0% | -5.1% |
| YTD | +12.3% | +13.5% | -1.2% | +7.3% |
| 1Y | +11.1% | +20.0% | -8.9% | +3.8% |
| All | +34.6% | +77.4% | -42.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling