+660.4%
WDC vs SPGI
+335.3%
+325.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -16.7% | +1.6% | -18.3% | -17.4% |
| 30D | -27.2% | +16.1% | -43.3% | -33.2% |
| 3M | -34.0% | +15.5% | -49.5% | -39.7% |
| 6M | -39.7% | +19.6% | -59.4% | -48.0% |
| YTD | +68.1% | -3.6% | +71.6% | +63.1% |
| 1Y | +66.3% | +2.2% | +64.1% | +54.3% |
| 3Y | +754.4% | +30.1% | +724.3% | +557.4% |
| 5Y | +595.8% | +14.9% | +580.9% | +470.9% |
| 10Y | +660.4% | +334.0% | +326.4% | +135.8% |
| All | +660.4% | +335.3% | +325.1% | +135.8% |
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