+13,845.6%
SPGI vs WEC
+3,978.4%
+9,867.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +8.4% | -1.3% | +9.7% | +8.9% |
| 3M | +11.8% | -3.9% | +15.8% | +13.6% |
| 6M | +5.7% | -8.3% | +14.0% | +9.1% |
| YTD | -9.7% | +3.1% | -12.7% | -11.3% |
| 1Y | -12.5% | +1.9% | -14.4% | -13.8% |
| 3Y | +21.8% | +41.9% | -20.1% | +3.6% |
| 5Y | +8.2% | +30.8% | -22.6% | -5.5% |
| 10Y | +309.5% | +141.9% | +167.6% | +166.5% |
| All | +13,845.6% | +3,978.4% | +9,867.2% | +3,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling