+295.5%
SPGI vs WU
-41.4%
+336.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.4% |
| 7D | -2.5% | -0.8% | -1.6% | -2.3% |
| 30D | +5.4% | -1.1% | +6.5% | +5.7% |
| 3M | +9.0% | -1.8% | +10.9% | +8.5% |
| 6M | +0.8% | -23.9% | +24.7% | +8.5% |
| YTD | -12.6% | -20.4% | +7.8% | -7.5% |
| 1Y | -16.1% | -10.6% | -5.6% | -15.1% |
| 3Y | +19.0% | -27.7% | +46.7% | +26.5% |
| 5Y | +5.1% | -51.1% | +56.2% | +26.1% |
| 10Y | +295.5% | -40.7% | +336.2% | +321.5% |
| All | +295.5% | -41.4% | +336.8% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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