+528.7%
WDC vs SPGI
+11.1%
+517.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -28.0% | +0.3% | -28.2% | -28.0% |
| 30D | -34.9% | +18.4% | -53.3% | -38.5% |
| 3M | -41.6% | +15.7% | -57.3% | -44.6% |
| 6M | -45.4% | +17.3% | -62.6% | -49.8% |
| YTD | +53.3% | -4.7% | +58.0% | +54.7% |
| 1Y | +61.5% | +1.8% | +59.7% | +56.0% |
| 3Y | +712.3% | +31.7% | +680.7% | +559.2% |
| All | +528.7% | +11.1% | +517.6% | +433.9% |
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