+338.6%
SPGI vs WWD
+442.7%
-104.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -0.8% | +8.2% | -9.0% | -3.1% |
| 30D | +14.3% | -0.2% | +14.5% | +13.9% |
| 3M | +14.5% | -8.4% | +22.9% | +16.8% |
| 6M | +17.3% | -9.5% | +26.8% | +19.0% |
| YTD | -4.6% | +10.1% | -14.7% | -10.7% |
| 1Y | +0.8% | +21.6% | -20.8% | -9.2% |
| 3Y | +28.8% | +149.6% | -120.8% | -12.1% |
| 5Y | +14.0% | +191.3% | -177.3% | -28.0% |
| All | +338.6% | +442.7% | -104.1% | +127.4% |
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