+11.7%
SPGI vs WCC
+117.0%
-105.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.3% |
| 7D | +0.3% | -14.7% | +15.0% | +2.5% |
| 30D | +18.4% | -20.1% | +38.4% | +22.0% |
| 3M | +15.7% | -21.2% | +36.9% | +19.2% |
| 6M | +17.3% | -19.2% | +36.4% | +19.4% |
| YTD | -4.7% | +20.2% | -24.9% | -11.4% |
| 1Y | +1.8% | +14.5% | -12.6% | -4.6% |
| 3Y | +31.7% | +115.1% | -83.4% | +1.1% |
| All | +11.7% | +117.0% | -105.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling