+712.3%
WDC vs SPGI
+32.5%
+679.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | -28.0% | +0.3% | -28.2% | -27.9% |
| 30D | -34.9% | +18.4% | -53.3% | -35.6% |
| 3M | -41.6% | +15.7% | -57.3% | -42.2% |
| 6M | -45.4% | +17.3% | -62.6% | -46.8% |
| YTD | +53.3% | -4.7% | +58.0% | +60.4% |
| 1Y | +61.5% | +1.8% | +59.7% | +62.1% |
| 3Y | +712.3% | +31.7% | +680.7% | +568.8% |
| All | +712.3% | +32.5% | +679.8% | +568.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling