+13,845.6%
SPGI vs WM
+26,336.4%
-12,490.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +8.4% | -2.4% | +10.8% | +9.0% |
| 3M | +11.8% | +0.4% | +11.4% | +11.7% |
| 6M | +5.7% | -9.5% | +15.2% | +7.9% |
| YTD | -9.7% | +0.5% | -10.2% | -9.9% |
| 1Y | -12.5% | -1.1% | -11.4% | -12.4% |
| 3Y | +21.8% | +46.0% | -24.2% | +11.8% |
| 5Y | +8.2% | +51.8% | -43.6% | -1.5% |
| 10Y | +309.5% | +307.5% | +2.0% | +213.8% |
| All | +13,845.6% | +26,336.4% | -12,490.7% | +8,233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling