+2,754.0%
SPGI vs WCC
+1,412.6%
+1,341.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +0.3% | -14.7% | +15.0% | +3.4% |
| 30D | +18.4% | -20.1% | +38.4% | +23.5% |
| 3M | +15.7% | -21.2% | +36.9% | +20.5% |
| 6M | +17.3% | -19.2% | +36.4% | +20.2% |
| YTD | -4.7% | +20.2% | -24.9% | -11.7% |
| 1Y | +1.8% | +14.5% | -12.6% | -4.7% |
| 3Y | +31.7% | +115.1% | -83.4% | +1.7% |
| 5Y | +12.1% | +121.5% | -109.4% | -17.0% |
| 10Y | +341.9% | +468.1% | -126.2% | +138.0% |
| All | +2,754.0% | +1,412.6% | +1,341.4% | +988.2% |
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