+568.4%
SPGI vs W
+210.4%
+358.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | +0.3% | -3.6% | +3.9% | +0.7% |
| 30D | +18.4% | +7.0% | +11.4% | +17.2% |
| 3M | +15.7% | +7.4% | +8.3% | +14.3% |
| 6M | +17.3% | +69.3% | -52.0% | +8.0% |
| YTD | -4.7% | +11.3% | -16.0% | -8.2% |
| 1Y | +1.8% | +13.2% | -11.4% | -2.4% |
| 3Y | +31.7% | +142.0% | -110.3% | +7.3% |
| 5Y | +12.1% | -54.6% | +66.7% | +2.5% |
| 10Y | +341.9% | +243.7% | +98.2% | +166.5% |
| All | +568.4% | +210.4% | +358.0% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling