+343.3%
SPGI vs WEC
+195.5%
+147.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | +15.9% | +10.2% | +5.8% | +11.8% |
| 3M | +12.3% | +7.6% | +4.7% | +9.2% |
| 6M | +23.7% | +6.6% | +17.1% | +20.6% |
| YTD | -3.5% | +14.4% | -18.0% | -8.9% |
| 1Y | +0.4% | +8.8% | -8.4% | -3.3% |
| 3Y | +29.9% | +63.3% | -33.4% | +5.8% |
| 5Y | +15.2% | +56.0% | -40.8% | -4.7% |
| All | +343.3% | +195.5% | +147.8% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling