-12.5%
SPGI vs WAB
+48.2%
-60.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | +0.1% | -3.2% | +3.3% | -0.1% |
| 30D | +8.4% | -4.4% | +12.8% | +8.0% |
| 3M | +11.8% | +7.9% | +4.0% | +12.3% |
| 6M | +5.7% | +8.7% | -3.0% | +5.8% |
| YTD | -9.7% | +33.0% | -42.7% | -10.6% |
| 1Y | -12.5% | +46.7% | -59.1% | -13.3% |
| All | -12.5% | +48.2% | -60.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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