+296.4%
SPGI vs WSM
+997.3%
-700.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -3.1% | +2.6% | -5.7% | -3.6% |
| 30D | +2.0% | -9.3% | +11.3% | +4.1% |
| 3M | +4.3% | +7.1% | -2.8% | +2.5% |
| 6M | -0.2% | +21.7% | -22.0% | -4.9% |
| YTD | -14.8% | +28.7% | -43.5% | -19.9% |
| 1Y | -18.5% | +13.9% | -32.4% | -21.6% |
| 3Y | +16.0% | +232.2% | -216.2% | -17.2% |
| 5Y | +2.2% | +176.4% | -174.2% | -26.6% |
| 10Y | +296.4% | +1,072.4% | -776.0% | +76.9% |
| All | +296.4% | +997.3% | -700.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling