+22.0%
SPGI vs WMB
+140.5%
-118.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +8.4% | +3.3% | +5.1% | +7.9% |
| 3M | +11.8% | +3.1% | +8.7% | +11.0% |
| 6M | +5.7% | -0.7% | +6.4% | +5.5% |
| YTD | -9.7% | +25.2% | -34.8% | -14.7% |
| 1Y | -12.5% | +32.9% | -45.3% | -19.1% |
| All | +22.0% | +140.5% | -118.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling