+412.6%
WDC vs SPGI
-14.9%
+427.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +0.5% |
| 7D | +6.0% | -2.5% | +8.5% | +4.8% |
| 30D | +9.9% | +5.4% | +4.5% | +13.3% |
| 3M | -9.4% | +9.0% | -18.4% | -4.2% |
| 6M | +94.7% | +0.8% | +94.0% | +103.1% |
| YTD | +177.4% | -12.6% | +189.9% | +168.2% |
| 1Y | +412.6% | -16.1% | +428.7% | +430.6% |
| All | +412.6% | -14.9% | +427.5% | +430.6% |
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