+3,887.5%
SPGI vs WCN
+6,839.3%
-2,951.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.1% | -0.6% | +0.8% | +0.3% |
| 30D | +8.4% | +0.4% | +8.0% | +8.3% |
| 3M | +11.8% | +7.3% | +4.5% | +9.6% |
| 6M | +5.7% | -2.5% | +8.2% | +6.2% |
| YTD | -9.7% | -5.4% | -4.3% | -8.6% |
| 1Y | -12.5% | -8.5% | -4.0% | -10.7% |
| 3Y | +21.8% | +20.8% | +1.0% | +14.8% |
| 5Y | +8.2% | +30.0% | -21.8% | 0.0% |
| 10Y | +309.5% | +238.4% | +71.1% | +204.9% |
| All | +3,887.5% | +6,839.3% | -2,951.8% | +1,888.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling