+338.6%
SPGI vs WST
+452.9%
-114.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | +1.1% | -2.4% | -1.7% |
| 30D | +15.3% | +12.4% | +2.9% | +11.9% |
| 3M | +16.5% | +17.6% | -1.1% | +11.7% |
| 6M | +19.8% | +28.3% | -8.4% | +12.1% |
| YTD | -3.2% | +50.5% | -53.7% | -13.7% |
| 1Y | +1.8% | +49.4% | -47.6% | -9.2% |
| 3Y | +30.6% | +21.9% | +8.7% | +13.2% |
| 5Y | +16.0% | +0.4% | +15.7% | +5.8% |
| 10Y | +338.6% | +451.5% | -112.9% | +108.8% |
| All | +338.6% | +452.9% | -114.3% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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