-12.5%
SPGI vs WMB
+31.9%
-44.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.5% |
| 7D | +0.1% | +0.6% | -0.4% | +0.3% |
| 30D | +8.4% | +3.3% | +5.1% | +9.3% |
| 3M | +11.8% | +3.1% | +8.7% | +12.7% |
| 6M | +5.7% | -0.7% | +6.4% | +5.9% |
| YTD | -9.7% | +25.2% | -34.8% | -6.2% |
| 1Y | -12.5% | +32.9% | -45.3% | -5.0% |
| All | -12.5% | +31.9% | -44.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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