+5.1%
SPGI vs WSM
+189.5%
-184.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -2.5% | +2.6% | -5.0% | -2.9% |
| 30D | +5.4% | -9.5% | +14.9% | +7.3% |
| 3M | +9.0% | +12.9% | -3.8% | +6.4% |
| 6M | +0.8% | +23.0% | -22.3% | -3.4% |
| YTD | -12.6% | +28.9% | -41.5% | -17.1% |
| 1Y | -16.1% | +13.7% | -29.8% | -18.8% |
| 3Y | +19.0% | +232.6% | -213.6% | -12.9% |
| 5Y | +5.1% | +185.9% | -180.8% | -23.5% |
| All | +5.1% | +189.5% | -184.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling