+8,967.6%
SPGI vs WAB
+4,319.4%
+4,648.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.7% |
| 7D | -0.9% | +4.0% | -4.8% | -2.0% |
| 30D | +15.5% | +4.5% | +11.0% | +13.9% |
| 3M | +15.7% | +2.3% | +13.4% | +14.6% |
| 6M | +19.1% | +12.5% | +6.6% | +14.1% |
| YTD | -4.1% | +40.2% | -44.2% | -14.1% |
| 1Y | +1.2% | +45.2% | -44.0% | -10.4% |
| 3Y | +31.6% | +171.8% | -140.2% | -3.5% |
| 5Y | +12.4% | +217.6% | -205.2% | -21.6% |
| 10Y | +334.3% | +285.3% | +49.0% | +168.8% |
| All | +8,967.6% | +4,319.4% | +4,648.2% | +3,120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling