+14,754.4%
SPGI vs WM
+29,154.7%
-14,400.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | +2.6% | +4.5% | -1.9% | +1.6% |
| 30D | +19.3% | +16.1% | +3.2% | +15.4% |
| 3M | +15.5% | +8.0% | +7.4% | +13.5% |
| 6M | +18.3% | +8.4% | +9.9% | +16.2% |
| YTD | -3.8% | +11.2% | -15.0% | -6.1% |
| 1Y | +1.3% | +22.3% | -21.0% | -3.2% |
| 3Y | +33.6% | +50.2% | -16.6% | +21.8% |
| 5Y | +13.2% | +63.3% | -50.1% | +1.4% |
| 10Y | +346.3% | +355.0% | -8.7% | +234.0% |
| All | +14,754.4% | +29,154.7% | -14,400.4% | +8,582.1% |
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 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