+16.4%
SPGI vs WTW
+60.9%
-44.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.4% |
| 7D | -3.1% | -7.1% | +4.0% | -0.7% |
| 30D | +2.0% | -8.5% | +10.6% | +5.0% |
| 3M | +4.3% | +20.6% | -16.2% | -2.0% |
| 6M | -0.2% | +7.2% | -7.4% | -3.5% |
| YTD | -14.8% | -3.9% | -10.9% | -15.5% |
| 1Y | -18.5% | -3.6% | -14.9% | -19.4% |
| All | +16.4% | +60.9% | -44.6% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling