+11,249.4%
SPGI vs BWA
+2,636.0%
+8,613.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +15.5% | -16.1% | +31.6% | +21.3% |
| 3M | +15.7% | -24.6% | +40.3% | +24.8% |
| 6M | +19.1% | -15.7% | +34.8% | +22.6% |
| YTD | -4.1% | +15.1% | -19.1% | -12.3% |
| 1Y | +1.2% | +15.9% | -14.7% | -7.8% |
| 3Y | +31.6% | +67.1% | -35.5% | +4.3% |
| 5Y | +12.4% | +34.7% | -22.3% | -7.4% |
| 10Y | +334.3% | +99.5% | +234.8% | +190.2% |
| All | +11,249.4% | +2,636.0% | +8,613.4% | +3,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling