+1,986.6%
SPGI vs WTW
+1,139.1%
+847.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.9% |
| 7D | -2.5% | -2.7% | +0.3% | -1.2% |
| 30D | +5.4% | -5.6% | +11.1% | +8.2% |
| 3M | +9.0% | +26.5% | -17.5% | -2.4% |
| 6M | +0.8% | +8.1% | -7.4% | -3.6% |
| YTD | -12.6% | -0.3% | -12.3% | -14.0% |
| 1Y | -16.1% | -0.9% | -15.3% | -17.5% |
| 3Y | +19.0% | +66.6% | -47.6% | -9.6% |
| 5Y | +5.1% | +54.0% | -48.9% | -17.5% |
| 10Y | +295.5% | +198.1% | +97.3% | +126.1% |
| All | +1,986.6% | +1,139.1% | +847.5% | +703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling