-20.5%
SPGI vs WTW
-3.2%
-17.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | -5.7% | -1.7% | -5.8% |
| 30D | +0.4% | -7.3% | +7.6% | +2.5% |
| 3M | +5.3% | +21.5% | -16.2% | -0.5% |
| 6M | +1.7% | +9.6% | -8.0% | -2.8% |
| YTD | -16.4% | -3.3% | -13.1% | -18.5% |
| 1Y | -20.5% | -6.1% | -14.4% | -22.5% |
| All | -20.5% | -3.2% | -17.3% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling