+12.4%
SPGI vs WAB
+216.2%
-203.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.0% |
| 7D | -0.9% | +4.0% | -4.8% | -2.2% |
| 30D | +15.5% | +4.5% | +11.0% | +13.6% |
| 3M | +15.7% | +2.3% | +13.4% | +14.4% |
| 6M | +19.1% | +12.5% | +6.6% | +12.9% |
| YTD | -4.1% | +40.2% | -44.2% | -17.7% |
| 1Y | +1.2% | +45.2% | -44.0% | -14.6% |
| 3Y | +31.6% | +171.8% | -140.2% | -19.3% |
| 5Y | +12.4% | +217.6% | -205.2% | -37.1% |
| All | +12.4% | +216.2% | -203.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling