+2,774.1%
SPGI vs WCC
+1,535.5%
+1,238.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -1.1% |
| 7D | -0.9% | -5.7% | +4.8% | 0.0% |
| 30D | +15.5% | -13.5% | +29.0% | +18.4% |
| 3M | +15.7% | -12.9% | +28.5% | +17.8% |
| 6M | +19.1% | -10.7% | +29.7% | +19.3% |
| YTD | -4.1% | +30.0% | -34.0% | -12.6% |
| 1Y | +1.2% | +24.7% | -23.5% | -7.1% |
| 3Y | +31.6% | +136.6% | -105.0% | -0.5% |
| 5Y | +12.4% | +143.9% | -131.5% | -18.6% |
| 10Y | +334.3% | +465.9% | -131.6% | +134.0% |
| All | +2,774.1% | +1,535.5% | +1,238.6% | +976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling