+66.6%
WDC vs SPGI
+1.8%
+64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +10.2% |
| 7D | -14.4% | -0.9% | -13.6% | -14.7% |
| 30D | -27.1% | +15.5% | -42.6% | -21.9% |
| 3M | -33.3% | +15.7% | -48.9% | -28.3% |
| 6M | -39.6% | +19.1% | -58.7% | -33.8% |
| YTD | +68.4% | -4.1% | +72.4% | +76.3% |
| All | +66.6% | +1.8% | +64.9% | +87.5% |
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 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