+14,754.4%
SPGI vs WEC
+4,455.0%
+10,299.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +2.6% | +3.2% | -0.7% | +1.3% |
| 30D | +19.3% | +14.7% | +4.6% | +12.8% |
| 3M | +15.5% | +10.2% | +5.2% | +10.9% |
| 6M | +18.3% | +4.5% | +13.9% | +16.0% |
| YTD | -3.8% | +15.1% | -18.9% | -9.7% |
| 1Y | +1.3% | +9.4% | -8.1% | -3.0% |
| 3Y | +33.6% | +56.9% | -23.3% | +9.2% |
| 5Y | +13.2% | +54.4% | -41.3% | -7.6% |
| 10Y | +346.3% | +183.5% | +162.8% | +172.3% |
| All | +14,754.4% | +4,455.0% | +10,299.4% | +3,513.2% |
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