+338.6%
SPGI vs WAT
+223.8%
+114.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.6% |
| 30D | +14.3% | +7.7% | +6.6% | +11.1% |
| 3M | +14.5% | +11.1% | +3.4% | +9.8% |
| 6M | +17.3% | +31.2% | -13.9% | +5.4% |
| YTD | -4.6% | +21.7% | -26.3% | -13.0% |
| 1Y | +0.8% | +19.3% | -18.6% | -7.6% |
| 3Y | +28.8% | +80.6% | -51.8% | -7.0% |
| 5Y | +14.0% | +29.5% | -15.6% | -5.9% |
| All | +338.6% | +223.8% | +114.8% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling