+334.3%
SPGI vs WWD
+494.7%
-160.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.7% |
| 7D | -0.9% | +4.2% | -5.0% | -2.2% |
| 30D | +15.5% | -0.8% | +16.3% | +15.4% |
| 3M | +15.7% | -8.2% | +23.8% | +17.9% |
| 6M | +19.1% | -9.8% | +28.9% | +21.0% |
| YTD | -4.1% | +10.4% | -14.5% | -10.3% |
| 1Y | +1.2% | +25.5% | -24.3% | -9.8% |
| 3Y | +31.6% | +155.8% | -124.2% | -10.9% |
| 5Y | +12.4% | +187.3% | -174.9% | -28.6% |
| 10Y | +334.3% | +462.7% | -128.4% | +127.5% |
| All | +334.3% | +494.7% | -160.4% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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