+1.8%
SPGI vs WST
+42.2%
-40.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +18.4% | +9.1% | +9.3% | +16.9% |
| 3M | +15.7% | +14.7% | +1.0% | +13.4% |
| 6M | +17.3% | +28.0% | -10.7% | +12.6% |
| YTD | -4.7% | +45.6% | -50.4% | -11.3% |
| 1Y | +1.8% | +45.7% | -43.9% | -5.3% |
| All | +1.8% | +42.2% | -40.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling