+14,784.9%
SPGI vs WMB
+5,064.3%
+9,720.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.6% | -6.9% | +8.5% | +2.7% |
| 30D | +16.1% | -7.2% | +23.2% | +17.2% |
| 3M | +15.5% | -5.4% | +20.9% | +16.1% |
| 6M | +19.6% | -4.9% | +24.5% | +19.9% |
| YTD | -3.6% | +14.7% | -18.3% | -6.5% |
| 1Y | +2.2% | +14.7% | -12.5% | -1.0% |
| 3Y | +30.1% | +116.4% | -86.3% | +13.0% |
| 5Y | +14.9% | +198.5% | -183.6% | -5.6% |
| 10Y | +334.0% | +266.3% | +67.7% | +235.3% |
| All | +14,784.9% | +5,064.3% | +9,720.6% | +6,812.5% |
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