+29.9%
SPGI vs BWA
+64.0%
-34.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.2% | +4.3% | -3.0% | +1.0% |
| 30D | +15.9% | -13.0% | +28.9% | +16.9% |
| 3M | +12.3% | -24.8% | +37.1% | +14.3% |
| 6M | +23.7% | -23.5% | +47.2% | +25.1% |
| YTD | -3.5% | +13.8% | -17.4% | -10.9% |
| 1Y | +0.4% | +13.4% | -13.0% | -7.3% |
| 3Y | +29.9% | +62.8% | -32.9% | +6.0% |
| All | +29.9% | +64.0% | -34.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling