-18.9%
WBD vs SPGI
+324.2%
-343.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | +34.4% | +1.6% | +32.8% | +33.1% |
| 3M | +110.6% | -11.2% | +121.8% | +122.3% |
| 6M | +153.4% | -2.4% | +155.7% | +154.9% |
| YTD | +117.4% | -0.3% | +117.7% | +117.9% |
| 1Y | +150.3% | -1.1% | +151.4% | +152.0% |
| 3Y | +112.8% | +46.3% | +66.5% | +80.0% |
| 5Y | +0.3% | +53.6% | -53.4% | -19.2% |
| All | -18.9% | +324.2% | -343.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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