+5.1%
SPGI vs WCN
+30.9%
-25.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | -2.5% | -0.4% | -2.0% | -2.2% |
| 30D | +5.4% | -2.1% | +7.5% | +6.6% |
| 3M | +9.0% | +6.4% | +2.7% | +5.4% |
| 6M | +0.8% | -3.7% | +4.5% | +2.4% |
| YTD | -12.6% | -6.4% | -6.2% | -10.1% |
| 1Y | -16.1% | -7.9% | -8.2% | -13.0% |
| 3Y | +19.0% | +20.8% | -1.8% | +2.1% |
| 5Y | +5.1% | +29.0% | -23.9% | -16.3% |
| All | +5.1% | +30.9% | -25.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling