-16.1%
SPGI vs WAB
+47.5%
-63.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -2.5% | +1.7% | -4.1% | -2.3% |
| 30D | +5.4% | -2.4% | +7.8% | +5.2% |
| 3M | +9.0% | +9.7% | -0.6% | +9.5% |
| 6M | +0.8% | +16.5% | -15.7% | +1.0% |
| YTD | -12.6% | +33.7% | -46.3% | -13.7% |
| 1Y | -16.1% | +49.7% | -65.8% | -17.3% |
| All | -16.1% | +47.5% | -63.7% | -17.3% |
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