+334.3%
SPGI vs W
+268.4%
+65.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.1% |
| 7D | -0.9% | +3.3% | -4.2% | -1.3% |
| 30D | +15.5% | +10.5% | +5.0% | +13.9% |
| 3M | +15.7% | +9.6% | +6.0% | +13.9% |
| 6M | +19.1% | +76.4% | -57.3% | +8.8% |
| YTD | -4.1% | +16.4% | -20.5% | -8.2% |
| 1Y | +1.2% | +9.3% | -8.1% | -2.7% |
| 3Y | +31.6% | +172.8% | -141.2% | +4.7% |
| 5Y | +12.4% | -53.4% | +65.8% | +2.8% |
| 10Y | +334.3% | +243.6% | +90.7% | +160.7% |
| All | +334.3% | +268.4% | +65.8% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling