+295.5%
SPGI vs WCC
+509.2%
-213.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.8% |
| 7D | -2.5% | +8.5% | -11.0% | -4.3% |
| 30D | +5.4% | -1.0% | +6.4% | +5.3% |
| 3M | +9.0% | +2.1% | +6.9% | +7.3% |
| 6M | +0.8% | +36.8% | -36.1% | -8.6% |
| YTD | -12.6% | +47.7% | -60.3% | -22.5% |
| 1Y | -16.1% | +66.5% | -82.6% | -28.3% |
| 3Y | +19.0% | +134.2% | -115.2% | -11.7% |
| 5Y | +5.1% | +231.6% | -226.6% | -32.6% |
| 10Y | +295.5% | +508.1% | -212.7% | +68.8% |
| All | +295.5% | +509.2% | -213.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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