+331.8%
SPGI vs WM
+339.4%
-7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | +0.3% | +1.2% | -0.9% | -0.5% |
| 30D | +18.4% | +13.1% | +5.3% | +9.1% |
| 3M | +15.7% | +3.6% | +12.1% | +12.8% |
| 6M | +17.3% | +8.1% | +9.2% | +11.0% |
| YTD | -4.7% | +8.9% | -13.6% | -10.9% |
| 1Y | +1.8% | +20.3% | -18.5% | -11.1% |
| 3Y | +31.7% | +46.2% | -14.5% | -3.1% |
| 5Y | +12.1% | +59.9% | -47.8% | -24.0% |
| All | +331.8% | +339.4% | -7.6% | +60.1% |
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