+14,609.4%
SPGI vs WMB
+4,805.5%
+9,803.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -13.8% | +14.1% | +2.6% |
| 30D | +18.4% | -10.3% | +28.7% | +20.2% |
| 3M | +15.7% | -10.1% | +25.8% | +17.3% |
| 6M | +17.3% | -11.8% | +29.1% | +19.0% |
| YTD | -4.7% | +8.9% | -13.7% | -6.9% |
| 1Y | +1.8% | +14.0% | -12.2% | -1.3% |
| 3Y | +31.7% | +100.5% | -68.8% | +15.8% |
| 5Y | +12.1% | +179.5% | -167.4% | -7.0% |
| 10Y | +341.9% | +272.7% | +69.2% | +241.0% |
| All | +14,609.4% | +4,805.5% | +9,803.9% | +6,788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling