+13,845.6%
SPGI vs WST
+12,330.1%
+1,515.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +8.4% | -3.1% | +11.6% | +9.4% |
| 3M | +11.8% | +7.2% | +4.6% | +9.2% |
| 6M | +5.7% | +36.8% | -31.1% | -4.6% |
| YTD | -9.7% | +23.8% | -33.5% | -16.2% |
| 1Y | -12.5% | +37.8% | -50.2% | -21.9% |
| 3Y | +21.8% | -15.9% | +37.7% | +16.4% |
| 5Y | +8.2% | -25.8% | +34.0% | +5.0% |
| 10Y | +309.5% | +319.6% | -10.1% | +116.3% |
| All | +13,845.6% | +12,330.1% | +1,515.5% | +3,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling