+295.5%
SPGI vs WEC
+143.0%
+152.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | +5.4% | +0.3% | +5.1% | +5.2% |
| 3M | +9.0% | -2.9% | +12.0% | +10.2% |
| 6M | +0.8% | -5.9% | +6.7% | +2.8% |
| YTD | -12.6% | +4.1% | -16.7% | -14.4% |
| 1Y | -16.1% | +3.1% | -19.3% | -17.8% |
| 3Y | +19.0% | +40.8% | -21.8% | +2.5% |
| 5Y | +5.1% | +31.7% | -26.6% | -7.6% |
| 10Y | +295.5% | +141.1% | +154.4% | +203.3% |
| All | +295.5% | +143.0% | +152.4% | +203.3% |
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