+12.4%
SPGI vs WCN
+46.3%
-33.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -0.9% | +1.2% | -2.0% | -1.4% |
| 30D | +15.5% | +24.6% | -9.1% | +3.0% |
| 3M | +15.7% | +14.2% | +1.5% | +7.9% |
| 6M | +19.1% | +25.7% | -6.6% | +5.4% |
| YTD | -4.1% | +9.3% | -13.3% | -9.0% |
| 1Y | +1.2% | +15.3% | -14.1% | -7.0% |
| 3Y | +31.6% | +48.6% | -17.0% | +1.0% |
| 5Y | +12.4% | +46.9% | -34.5% | -15.8% |
| All | +12.4% | +46.3% | -33.9% | -15.8% |
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