+682.0%
WDC vs SPGI
+329.2%
+352.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | +16.3% | -0.8% | +17.1% | +16.9% |
| 30D | -18.3% | +14.3% | -32.5% | -24.4% |
| 3M | -31.4% | +14.5% | -45.9% | -37.1% |
| 6M | -36.3% | +17.3% | -53.6% | -44.4% |
| YTD | +80.8% | -4.6% | +85.4% | +76.5% |
| 1Y | +87.7% | +0.8% | +86.9% | +75.7% |
| 3Y | +819.4% | +28.8% | +790.7% | +611.2% |
| 5Y | +583.2% | +14.0% | +569.2% | +463.0% |
| All | +682.0% | +329.2% | +352.7% | +140.5% |
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