+14.0%
SPGI vs WSM
+165.0%
-151.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.6% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | +14.3% | +4.6% | +9.6% | +13.3% |
| 3M | +14.5% | +2.4% | +12.1% | +13.9% |
| 6M | +17.3% | +43.7% | -26.4% | +9.2% |
| YTD | -4.6% | +42.1% | -46.7% | -11.2% |
| 1Y | +0.8% | +32.3% | -31.5% | -5.1% |
| 3Y | +28.8% | +253.0% | -224.2% | -6.9% |
| 5Y | +14.0% | +161.3% | -147.3% | -13.2% |
| All | +14.0% | +165.0% | -151.1% | -13.2% |
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