+13.7%
SPGI vs WMB
+200.5%
-186.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +7.8% | -6.6% | -0.2% |
| 30D | +15.9% | -5.1% | +21.0% | +16.7% |
| 3M | +12.3% | -4.7% | +17.0% | +12.8% |
| 6M | +23.7% | -7.4% | +31.1% | +24.6% |
| YTD | -3.5% | +17.5% | -21.0% | -9.5% |
| 1Y | +0.4% | +19.5% | -19.1% | -6.4% |
| 3Y | +29.9% | +121.3% | -91.4% | -3.5% |
| All | +13.7% | +200.5% | -186.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling