+928.6%
WDC vs SPGI
+8.3%
+920.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -10.0% | +8.4% | -18.4% | -12.5% |
| 3M | -18.8% | +11.8% | -30.6% | -23.5% |
| 6M | +79.0% | +5.7% | +73.3% | +71.9% |
| YTD | +171.6% | -9.7% | +181.2% | +179.0% |
| 1Y | +417.4% | -12.5% | +429.8% | +436.2% |
| 3Y | +1,251.8% | +21.8% | +1,230.0% | +1,047.1% |
| All | +928.6% | +8.3% | +920.4% | +742.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling