+13.7%
SPGI vs WAT
+28.6%
-14.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | +0.6% | +0.7% | +1.1% |
| 30D | +15.9% | +5.4% | +10.5% | +14.2% |
| 3M | +12.3% | +11.3% | +1.0% | +8.9% |
| 6M | +23.7% | +37.4% | -13.7% | +12.8% |
| YTD | -3.5% | +21.2% | -24.7% | -9.7% |
| 1Y | +0.4% | +21.3% | -20.9% | -6.1% |
| 3Y | +29.9% | +83.4% | -53.5% | -1.0% |
| All | +13.7% | +28.6% | -14.9% | -0.1% |
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 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