+11,170.2%
SPGI vs BWA
+2,496.1%
+8,674.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.8% |
| 7D | +0.3% | -5.5% | +5.7% | +1.9% |
| 30D | +18.4% | -21.7% | +40.1% | +26.9% |
| 3M | +15.7% | -25.6% | +41.3% | +25.3% |
| 6M | +17.3% | -17.4% | +34.7% | +21.4% |
| YTD | -4.7% | +9.2% | -13.9% | -11.5% |
| 1Y | +1.8% | +9.7% | -7.9% | -5.7% |
| 3Y | +31.7% | +54.6% | -22.9% | +6.9% |
| 5Y | +12.1% | +26.8% | -14.7% | -6.0% |
| 10Y | +341.9% | +89.0% | +253.0% | +200.2% |
| All | +11,170.2% | +2,496.1% | +8,674.0% | +3,832.4% |
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