-16.1%
SPGI vs WWD
+40.3%
-56.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.4% |
| 7D | -2.5% | +0.8% | -3.3% | -2.4% |
| 30D | +5.4% | -6.4% | +11.8% | +4.7% |
| 3M | +9.0% | -5.6% | +14.7% | +8.7% |
| 6M | +0.8% | -9.1% | +9.9% | +0.2% |
| YTD | -12.6% | +12.5% | -25.1% | -10.6% |
| 1Y | -16.1% | +41.3% | -57.5% | -14.2% |
| All | -16.1% | +40.3% | -56.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling