+22.0%
SPGI vs WPM
+280.0%
-257.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +0.1% | +1.1% | -0.9% | +0.1% |
| 30D | +8.4% | +26.4% | -17.9% | +6.8% |
| 3M | +11.8% | +20.8% | -9.0% | +10.5% |
| 6M | +5.7% | +1.1% | +4.6% | +5.5% |
| YTD | -9.7% | +32.5% | -42.1% | -12.5% |
| 1Y | -12.5% | +51.5% | -64.0% | -16.8% |
| All | +22.0% | +280.0% | -257.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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