+338.6%
SPGI vs WM
+332.5%
+6.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.4% |
| 7D | -1.4% | +0.8% | -2.1% | -1.9% |
| 30D | +15.3% | +13.8% | +1.5% | +5.8% |
| 3M | +16.5% | +6.4% | +10.1% | +11.7% |
| 6M | +19.8% | +13.2% | +6.6% | +10.0% |
| YTD | -3.2% | +10.8% | -14.0% | -10.5% |
| 1Y | +1.8% | +20.2% | -18.4% | -11.0% |
| 3Y | +30.6% | +46.5% | -15.9% | -4.0% |
| 5Y | +16.0% | +61.3% | -45.2% | -21.7% |
| 10Y | +338.6% | +324.8% | +13.8% | +61.3% |
| All | +338.6% | +332.5% | +6.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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