+298.2%
WBD vs SPGI
+1,464.0%
-1,165.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | +8.8% | +8.4% | +0.4% | +4.8% |
| 3M | +4.6% | +11.8% | -7.2% | -1.4% |
| 6M | +1.1% | +5.7% | -4.6% | -2.8% |
| YTD | -2.0% | -9.7% | +7.7% | +0.1% |
| 1Y | +140.0% | -12.5% | +152.5% | +147.3% |
| 3Y | +144.4% | +21.8% | +122.6% | +118.2% |
| 5Y | -0.2% | +8.2% | -8.4% | -7.2% |
| 10Y | +9.1% | +309.5% | -300.4% | -47.1% |
| All | +298.2% | +1,464.0% | -1,165.8% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling