+1,047.3%
SPGI vs WU
-19.6%
+1,066.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | -0.8% | +1.0% | +0.4% |
| 30D | +8.4% | -1.1% | +9.5% | +8.8% |
| 3M | +11.8% | -3.9% | +15.7% | +11.8% |
| 6M | +5.7% | -20.7% | +26.4% | +14.3% |
| YTD | -9.7% | -18.4% | +8.7% | -3.8% |
| 1Y | -12.5% | -8.1% | -4.4% | -12.3% |
| 3Y | +21.8% | -24.2% | +46.0% | +28.7% |
| 5Y | +8.2% | -50.4% | +58.6% | +33.6% |
| 10Y | +309.5% | -40.0% | +349.6% | +336.8% |
| All | +1,047.3% | -19.6% | +1,066.9% | +820.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling