+343.3%
SPGI vs WCN
+322.1%
+21.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.6% | -1.4% | -0.4% |
| 30D | +15.9% | +23.9% | -8.0% | +0.3% |
| 3M | +12.3% | +17.4% | -5.1% | +0.7% |
| 6M | +23.7% | +28.0% | -4.3% | +4.3% |
| YTD | -3.5% | +11.6% | -15.1% | -11.6% |
| 1Y | +0.4% | +16.9% | -16.5% | -11.0% |
| 3Y | +29.9% | +51.6% | -21.7% | -7.3% |
| 5Y | +15.2% | +48.0% | -32.8% | -17.6% |
| All | +343.3% | +322.1% | +21.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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