+28.5%
SPGI vs ITW
+33.1%
-4.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +14.3% | +7.7% | +6.6% | +11.4% |
| 3M | +14.5% | -1.3% | +15.8% | +14.9% |
| 6M | +17.3% | +15.5% | +1.8% | +11.1% |
| YTD | -4.6% | +18.6% | -23.2% | -12.5% |
| 1Y | +0.8% | +19.8% | -19.1% | -8.2% |
| All | +28.5% | +33.1% | -4.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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