+4,156.1%
SPGI vs WCN
+7,961.2%
-3,805.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +16.1% | +25.3% | -9.2% | +8.8% |
| 3M | +15.5% | +15.2% | +0.2% | +10.8% |
| 6M | +19.6% | +26.4% | -6.8% | +11.8% |
| YTD | -3.6% | +9.9% | -13.5% | -6.6% |
| 1Y | +2.2% | +16.2% | -13.9% | -2.5% |
| 3Y | +30.1% | +49.4% | -19.3% | +15.5% |
| 5Y | +14.9% | +46.2% | -31.2% | +2.6% |
| 10Y | +334.0% | +305.7% | +28.3% | +207.4% |
| All | +4,156.1% | +7,961.2% | -3,805.1% | +1,932.4% |
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