+33.0%
SPGI vs WM
+50.2%
-17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | +2.6% | +4.5% | -1.9% | +0.9% |
| 30D | +19.3% | +16.1% | +3.2% | +12.8% |
| 3M | +15.5% | +8.0% | +7.4% | +12.0% |
| 6M | +18.3% | +8.4% | +9.9% | +14.7% |
| YTD | -3.8% | +11.2% | -15.0% | -7.8% |
| 1Y | +1.3% | +22.3% | -21.0% | -6.1% |
| All | +33.0% | +50.2% | -17.2% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling