+14.0%
SPGI vs W
-54.3%
+68.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | -0.8% | -1.7% | +0.9% | -0.7% |
| 30D | +14.3% | +3.2% | +11.0% | +13.7% |
| 3M | +14.5% | +8.3% | +6.2% | +13.2% |
| 6M | +17.3% | +84.3% | -67.0% | +8.1% |
| YTD | -4.6% | +11.0% | -15.6% | -7.6% |
| 1Y | +0.8% | -0.2% | +1.0% | -1.4% |
| 3Y | +28.8% | +157.9% | -129.2% | +6.5% |
| 5Y | +14.0% | -56.8% | +70.7% | +1.3% |
| All | +14.0% | -54.3% | +68.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling