+4.2%
WBD vs SPGI
+1.6%
+2.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | +0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -0.2% |
| 30D | +3.9% | +2.0% | +1.8% | +2.5% |
| 3M | +5.1% | +4.3% | +0.8% | +1.3% |
| 6M | +0.6% | -0.2% | +0.8% | -1.0% |
| YTD | -3.2% | -14.8% | +11.6% | +3.6% |
| 1Y | +127.7% | -18.5% | +146.2% | +149.8% |
| 3Y | +146.6% | +16.0% | +130.6% | +111.7% |
| 5Y | +4.2% | +2.2% | +2.0% | -17.2% |
| All | +4.2% | +1.6% | +2.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling