+10,029.5%
WDC vs SPGI
+14,867.5%
-4,837.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -28.0% | +0.3% | -28.2% | -28.1% |
| 30D | -34.9% | +18.4% | -53.3% | -40.6% |
| 3M | -41.6% | +15.7% | -57.3% | -46.4% |
| 6M | -45.4% | +17.3% | -62.6% | -51.7% |
| YTD | +53.3% | -4.7% | +58.0% | +48.8% |
| 1Y | +61.5% | +1.8% | +59.7% | +50.7% |
| 3Y | +712.3% | +31.7% | +680.7% | +555.0% |
| 5Y | +524.2% | +12.1% | +512.2% | +442.1% |
| 10Y | +616.5% | +341.9% | +274.6% | +202.6% |
| All | +10,029.5% | +14,867.5% | -4,837.9% | +628.8% |
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 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