+8,436.8%
SPGI vs WAB
+4,092.2%
+4,344.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +0.1% | -3.2% | +3.3% | +1.0% |
| 30D | +8.4% | -4.4% | +12.8% | +9.7% |
| 3M | +11.8% | +7.9% | +4.0% | +8.8% |
| 6M | +5.7% | +8.7% | -3.0% | +2.2% |
| YTD | -9.7% | +33.0% | -42.7% | -17.7% |
| 1Y | -12.5% | +46.7% | -59.1% | -22.7% |
| 3Y | +21.8% | +153.0% | -131.2% | -8.6% |
| 5Y | +8.2% | +222.3% | -214.1% | -24.8% |
| 10Y | +309.5% | +291.0% | +18.5% | +153.0% |
| All | +8,436.8% | +4,092.2% | +4,344.5% | +2,984.8% |
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