+1,435.3%
SPGI vs WPM
+5,967.5%
-4,532.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +0.1% | +1.1% | -0.9% | 0.0% |
| 30D | +8.4% | +26.4% | -17.9% | +5.1% |
| 3M | +11.8% | +20.8% | -9.0% | +8.8% |
| 6M | +5.7% | +1.1% | +4.6% | +4.6% |
| YTD | -9.7% | +32.5% | -42.1% | -14.0% |
| 1Y | -12.5% | +51.5% | -64.0% | -18.4% |
| 3Y | +21.8% | +267.0% | -245.2% | +0.3% |
| 5Y | +8.2% | +250.1% | -241.9% | -11.3% |
| 10Y | +309.5% | +540.4% | -230.8% | +202.0% |
| All | +1,435.3% | +5,967.5% | -4,532.2% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling