+14.0%
SPGI vs ITW
+37.5%
-23.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +14.3% | +7.7% | +6.6% | +10.1% |
| 3M | +14.5% | -1.3% | +15.8% | +15.2% |
| 6M | +17.3% | +15.5% | +1.8% | +8.3% |
| YTD | -4.6% | +18.6% | -23.2% | -14.8% |
| 1Y | +0.8% | +19.8% | -19.1% | -10.7% |
| 3Y | +28.8% | +32.5% | -3.7% | +4.7% |
| 5Y | +14.0% | +35.3% | -21.4% | -12.2% |
| All | +14.0% | +37.5% | -23.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling