+11,440.7%
SPGI vs WWD
+13,645.4%
-2,204.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -0.3% |
| 7D | +2.6% | -2.6% | +5.1% | +3.1% |
| 30D | +19.3% | -7.7% | +27.0% | +21.5% |
| 3M | +15.5% | -17.7% | +33.2% | +21.2% |
| 6M | +18.3% | -15.9% | +34.3% | +22.5% |
| YTD | -3.8% | +1.8% | -5.6% | -7.0% |
| 1Y | +1.3% | +17.4% | -16.1% | -6.3% |
| 3Y | +33.6% | +137.1% | -103.5% | -1.0% |
| 5Y | +13.2% | +162.4% | -149.2% | -19.7% |
| 10Y | +346.3% | +452.5% | -106.2% | +142.7% |
| All | +11,440.7% | +13,645.4% | -2,204.8% | +3,889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling