+282.6%
SPGI vs WTW
+197.9%
+84.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -8.9% | -7.8% | -1.1% | -5.0% |
| 30D | +0.6% | -7.9% | +8.5% | +5.0% |
| 3M | +2.0% | +19.9% | -18.0% | -7.6% |
| 6M | +0.1% | +9.8% | -9.7% | -5.7% |
| YTD | -16.4% | -3.3% | -13.1% | -16.8% |
| 1Y | -18.9% | -3.3% | -15.6% | -19.5% |
| 3Y | +13.8% | +61.5% | -47.8% | -17.5% |
| 5Y | +0.5% | +42.6% | -42.1% | -22.3% |
| All | +282.6% | +197.9% | +84.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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