+334.3%
SPGI vs WAT
+232.2%
+102.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.8% |
| 7D | -0.9% | +6.0% | -6.9% | -2.9% |
| 30D | +15.5% | +9.9% | +5.6% | +11.5% |
| 3M | +15.7% | +17.2% | -1.5% | +8.9% |
| 6M | +19.1% | +34.2% | -15.2% | +6.1% |
| YTD | -4.1% | +25.5% | -29.6% | -13.5% |
| 1Y | +1.2% | +28.3% | -27.1% | -9.7% |
| 3Y | +31.6% | +88.4% | -56.8% | -6.5% |
| 5Y | +12.4% | +36.1% | -23.7% | -9.0% |
| 10Y | +334.3% | +234.8% | +99.5% | +125.1% |
| All | +334.3% | +232.2% | +102.1% | +125.1% |
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