+11.7%
SPGI vs WAT
+32.4%
-20.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | +18.4% | +5.0% | +13.4% | +16.8% |
| 3M | +15.7% | +14.5% | +1.2% | +11.4% |
| 6M | +17.3% | +30.9% | -13.6% | +8.5% |
| YTD | -4.7% | +20.5% | -25.2% | -10.6% |
| 1Y | +1.8% | +23.3% | -21.5% | -5.2% |
| 3Y | +31.7% | +81.5% | -49.8% | +0.9% |
| All | +11.7% | +32.4% | -20.6% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling