+308.7%
SPGI vs W
+146.8%
+161.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.7% |
| 30D | +8.4% | -7.6% | +16.0% | +9.4% |
| 3M | +11.8% | +37.2% | -25.3% | +6.0% |
| 6M | +5.7% | +26.3% | -20.6% | +0.7% |
| YTD | -9.7% | -1.0% | -8.7% | -11.6% |
| 1Y | -12.5% | +20.1% | -32.5% | -17.2% |
| 3Y | +21.8% | +37.8% | -16.0% | +6.2% |
| 5Y | +8.2% | -63.7% | +71.8% | +2.3% |
| All | +308.7% | +146.8% | +161.8% | +149.7% |
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