+334.0%
SPGI vs WU
-35.7%
+369.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.6% | +11.0% | -9.5% | -1.7% |
| 30D | +16.1% | +13.4% | +2.7% | +11.6% |
| 3M | +15.5% | +2.2% | +13.2% | +14.3% |
| 6M | +19.6% | -18.2% | +37.8% | +25.8% |
| YTD | -3.6% | -18.3% | +14.7% | +0.9% |
| 1Y | +2.2% | -12.2% | +14.4% | +4.4% |
| 3Y | +30.1% | -20.8% | +50.9% | +34.1% |
| 5Y | +14.9% | -42.6% | +57.5% | +29.6% |
| 10Y | +334.0% | -35.5% | +369.4% | +344.5% |
| All | +334.0% | -35.7% | +369.7% | +344.5% |
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