+12.8%
SPGI vs WWD
+161.2%
-148.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -0.7% |
| 7D | +2.6% | -2.6% | +5.1% | +3.0% |
| 30D | +19.3% | -7.7% | +27.0% | +21.0% |
| 3M | +15.5% | -17.7% | +33.2% | +19.9% |
| 6M | +18.3% | -15.9% | +34.3% | +21.4% |
| YTD | -3.8% | +1.8% | -5.6% | -7.9% |
| 1Y | +1.3% | +17.4% | -16.1% | -7.7% |
| 3Y | +33.6% | +137.1% | -103.5% | -8.6% |
| All | +12.8% | +161.2% | -148.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling