+9.5%
SPGI vs WWD
+198.3%
-188.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +8.4% | -7.2% | +15.6% | +10.0% |
| 3M | +11.8% | -3.8% | +15.7% | +11.9% |
| 6M | +5.7% | -9.9% | +15.6% | +6.9% |
| YTD | -9.7% | +14.8% | -24.5% | -15.3% |
| 1Y | -12.5% | +42.1% | -54.5% | -23.9% |
| 3Y | +21.8% | +170.8% | -149.0% | -18.0% |
| All | +9.5% | +198.3% | -188.8% | -33.7% |
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