+1,118.7%
SPGI vs WU
-20.5%
+1,139.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.9% | +9.1% | -9.9% | -4.5% |
| 30D | +15.5% | +12.1% | +3.4% | +9.9% |
| 3M | +15.7% | +0.3% | +15.3% | +14.9% |
| 6M | +19.1% | -19.1% | +38.2% | +27.6% |
| YTD | -4.1% | -19.2% | +15.2% | +2.2% |
| 1Y | +1.2% | -15.3% | +16.5% | +5.4% |
| 3Y | +31.6% | -21.3% | +52.9% | +36.7% |
| 5Y | +12.4% | -41.7% | +54.1% | +28.6% |
| 10Y | +334.3% | -36.0% | +370.3% | +346.8% |
| All | +1,118.7% | -20.5% | +1,139.1% | +878.1% |
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