+113.2%
WDC vs SPGI
+3.2%
+110.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.1% | -5.1% |
| 7D | -18.3% | +7.2% | -25.5% | -15.3% |
| 30D | -26.7% | +23.2% | -49.9% | -18.9% |
| 3M | -40.9% | +17.0% | -58.0% | -36.1% |
| 6M | -26.8% | +20.4% | -47.2% | -18.6% |
| YTD | +88.2% | -1.9% | +90.1% | +99.6% |
| 1Y | +113.2% | +2.9% | +110.3% | +142.4% |
| All | +113.2% | +3.2% | +110.0% | +142.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling