+17,845.4%
WDC vs SPGI
+14,090.3%
+3,755.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -10.0% | +8.4% | -18.4% | -13.9% |
| 3M | -18.8% | +11.8% | -30.6% | -25.5% |
| 6M | +79.0% | +5.7% | +73.3% | +67.4% |
| YTD | +171.6% | -9.7% | +181.2% | +172.6% |
| 1Y | +417.4% | -12.5% | +429.8% | +420.9% |
| 3Y | +1,251.8% | +21.8% | +1,230.0% | +1,039.6% |
| 5Y | +911.7% | +8.2% | +903.5% | +796.1% |
| 10Y | +1,399.6% | +309.5% | +1,090.1% | +562.4% |
| All | +17,845.4% | +14,090.3% | +3,755.1% | +1,235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling