+5.1%
SPGI vs WU
-51.1%
+56.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.7% |
| 7D | -2.5% | -0.8% | -1.6% | -2.3% |
| 30D | +5.4% | -1.1% | +6.5% | +5.6% |
| 3M | +9.0% | -1.8% | +10.9% | +8.8% |
| 6M | +0.8% | -23.9% | +24.7% | +6.2% |
| YTD | -12.6% | -20.4% | +7.8% | -9.0% |
| 1Y | -16.1% | -10.6% | -5.6% | -15.3% |
| 3Y | +19.0% | -27.7% | +46.7% | +24.4% |
| 5Y | +5.1% | -51.1% | +56.2% | +13.0% |
| All | +5.1% | -51.1% | +56.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling