+2.9%
SPGI vs WAB
+46.5%
-43.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.5% |
| 7D | +7.2% | +4.5% | +2.7% | +7.6% |
| 30D | +23.2% | +1.1% | +22.2% | +23.3% |
| 3M | +17.0% | -1.3% | +18.3% | +16.9% |
| 6M | +20.4% | +12.7% | +7.7% | +21.3% |
| YTD | -1.9% | +38.7% | -40.6% | -4.7% |
| 1Y | +2.9% | +44.9% | -42.0% | -1.0% |
| All | +2.9% | +46.5% | -43.6% | -1.0% |
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