+2,201.8%
SPGI vs WTW
+1,181.4%
+1,020.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.2% |
| 7D | +1.2% | +2.0% | -0.7% | +0.3% |
| 30D | +15.9% | +12.9% | +3.0% | +9.6% |
| 3M | +12.3% | +0.7% | +11.6% | +11.8% |
| 6M | +23.7% | +39.5% | -15.8% | +5.7% |
| YTD | -3.5% | +3.1% | -6.7% | -6.7% |
| 1Y | +0.4% | +4.8% | -4.3% | -3.6% |
| 3Y | +29.9% | +42.9% | -13.1% | +6.5% |
| 5Y | +15.2% | +55.3% | -40.1% | -9.9% |
| 10Y | +337.2% | +217.2% | +120.0% | +143.2% |
| All | +2,201.8% | +1,181.4% | +1,020.4% | +772.3% |
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