+14,791.5%
SPGI vs ITW
+10,282.1%
+4,509.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.2% | +2.3% | -1.1% | +0.1% |
| 30D | +15.9% | +6.7% | +9.2% | +12.4% |
| 3M | +12.3% | -0.5% | +12.8% | +12.5% |
| 6M | +23.7% | +16.4% | +7.3% | +14.6% |
| YTD | -3.5% | +19.0% | -22.5% | -12.5% |
| 1Y | +0.4% | +20.2% | -19.8% | -9.5% |
| 3Y | +29.9% | +33.1% | -3.2% | +10.7% |
| 5Y | +15.2% | +35.7% | -20.5% | -3.2% |
| 10Y | +337.2% | +194.0% | +143.2% | +151.9% |
| All | +14,791.5% | +10,282.1% | +4,509.3% | +2,946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling