+14,791.5%
SPGI vs WSM
+38,954.9%
-24,163.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +15.9% | +5.1% | +10.8% | +14.9% |
| 3M | +12.3% | +5.1% | +7.2% | +11.3% |
| 6M | +23.7% | +48.6% | -24.9% | +15.2% |
| YTD | -3.5% | +44.2% | -47.7% | -9.9% |
| 1Y | +0.4% | +38.1% | -37.7% | -5.6% |
| 3Y | +29.9% | +257.2% | -227.3% | +0.4% |
| 5Y | +15.2% | +165.1% | -149.9% | -8.7% |
| 10Y | +337.2% | +1,123.6% | -786.4% | +153.6% |
| All | +14,791.5% | +38,954.9% | -24,163.5% | +5,467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling