-18.5%
SPGI vs WU
-11.2%
-7.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -3.1% | -4.9% | +1.8% | -2.2% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | +4.3% | -3.6% | +7.9% | +4.5% |
| 6M | -0.2% | -24.3% | +24.1% | +3.9% |
| YTD | -14.8% | -21.1% | +6.3% | -12.3% |
| 1Y | -18.5% | -10.3% | -8.2% | -17.3% |
| All | -18.5% | -11.2% | -7.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling