+0.4%
SPGI vs WCN
+16.4%
-16.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +15.9% | +23.9% | -8.0% | +7.4% |
| 3M | +12.3% | +17.4% | -5.1% | +6.0% |
| 6M | +23.7% | +28.0% | -4.3% | +14.1% |
| YTD | -3.5% | +11.6% | -15.1% | -7.9% |
| 1Y | +0.4% | +16.9% | -16.5% | -6.1% |
| All | +0.4% | +16.4% | -16.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling