+2.9%
SPGI vs WEC
+9.7%
-6.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.0% | +3.1% |
| 7D | +7.2% | +6.9% | +0.3% | +6.6% |
| 30D | +23.2% | +16.6% | +6.6% | +22.4% |
| 3M | +17.0% | +9.1% | +8.0% | +16.1% |
| 6M | +20.4% | +3.2% | +17.2% | +18.7% |
| YTD | -1.9% | +14.9% | -16.8% | +1.0% |
| 1Y | +2.9% | +9.2% | -6.3% | +7.5% |
| All | +2.9% | +9.7% | -6.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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