+14,609.4%
SPGI vs WST
+14,518.0%
+91.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.5% |
| 7D | +0.3% | -3.1% | +3.4% | +1.2% |
| 30D | +18.4% | +9.1% | +9.3% | +15.4% |
| 3M | +15.7% | +14.7% | +1.0% | +10.9% |
| 6M | +17.3% | +28.0% | -10.7% | +8.5% |
| YTD | -4.7% | +45.6% | -50.4% | -15.8% |
| 1Y | +1.8% | +45.7% | -43.9% | -10.2% |
| 3Y | +31.7% | +21.1% | +10.6% | +11.8% |
| 5Y | +12.1% | +0.3% | +11.7% | -1.2% |
| 10Y | +341.9% | +449.0% | -107.1% | +115.3% |
| All | +14,609.4% | +14,518.0% | +91.4% | +3,344.7% |
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