+308.7%
SPGI vs WST
+322.7%
-14.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +8.4% | -3.1% | +11.6% | +9.2% |
| 3M | +11.8% | +7.2% | +4.6% | +9.6% |
| 6M | +5.7% | +36.8% | -31.1% | -3.2% |
| YTD | -9.7% | +23.8% | -33.5% | -15.3% |
| 1Y | -12.5% | +37.8% | -50.2% | -20.6% |
| 3Y | +21.8% | -15.9% | +37.7% | +19.1% |
| 5Y | +8.2% | -25.8% | +34.0% | +8.2% |
| All | +308.7% | +322.7% | -14.0% | +112.9% |
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