+11,028.0%
WDC vs SPGI
+14,972.7%
-3,944.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.5% |
| 7D | -14.4% | -0.9% | -13.6% | -14.0% |
| 30D | -27.1% | +15.5% | -42.6% | -32.6% |
| 3M | -33.3% | +15.7% | -48.9% | -38.7% |
| 6M | -39.6% | +19.1% | -58.7% | -47.0% |
| YTD | +68.4% | -4.1% | +72.4% | +62.9% |
| 1Y | +78.2% | +1.2% | +77.0% | +66.9% |
| 3Y | +772.0% | +31.6% | +740.4% | +603.7% |
| 5Y | +584.9% | +12.4% | +572.5% | +494.0% |
| 10Y | +653.4% | +334.3% | +319.2% | +221.0% |
| All | +11,028.0% | +14,972.7% | -3,944.8% | +698.0% |
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