+1.7%
SPGI vs WM
+20.0%
-18.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +15.5% | +13.3% | +2.2% | +9.6% |
| 3M | +15.7% | +4.4% | +11.3% | +13.1% |
| 6M | +19.1% | +10.8% | +8.2% | +14.8% |
| YTD | -4.1% | +9.1% | -13.1% | -7.9% |
| All | +1.7% | +20.0% | -18.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling