+35.9%
WBD vs SPGI
+1,162.5%
-1,126.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | -13.0% | +3.1% | -16.1% | -14.2% |
| 30D | -9.7% | +4.9% | -14.6% | -11.4% |
| 3M | -31.7% | +0.2% | -31.9% | -31.8% |
| 6M | -28.1% | +9.7% | -37.8% | -31.2% |
| YTD | +1.7% | +16.6% | -14.9% | -4.9% |
| 1Y | -2.0% | +24.6% | -26.7% | -10.8% |
| 3Y | -56.4% | +14.9% | -71.3% | -60.1% |
| 5Y | -70.8% | +117.8% | -188.5% | -80.5% |
| 10Y | -77.9% | +505.3% | -583.2% | -90.9% |
| All | +35.9% | +1,162.5% | -1,126.6% | -68.2% |
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 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