-16.4%
SPGI vs WCC
+69.0%
-85.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.1% |
| 7D | -2.5% | +8.5% | -11.0% | -2.2% |
| 30D | +5.4% | -1.0% | +6.4% | +5.4% |
| 3M | +9.0% | +2.1% | +6.9% | +9.5% |
| 6M | +0.8% | +36.8% | -36.1% | -2.7% |
| YTD | -12.6% | +47.7% | -60.3% | -16.3% |
| All | -16.4% | +69.0% | -85.4% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling