+1.7%
SPGI vs W
+8.7%
-7.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.3% |
| 7D | -0.9% | +3.3% | -4.2% | -1.2% |
| 30D | +15.5% | +10.5% | +5.0% | +14.4% |
| 3M | +15.7% | +9.6% | +6.0% | +14.4% |
| 6M | +19.1% | +76.4% | -57.3% | +11.5% |
| YTD | -4.1% | +16.4% | -20.5% | -6.1% |
| All | +1.7% | +8.7% | -7.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling