+10,734.7%
SPGI vs WWD
+15,408.5%
-4,673.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.9% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +8.4% | -7.2% | +15.6% | +10.4% |
| 3M | +11.8% | -3.8% | +15.7% | +12.2% |
| 6M | +5.7% | -9.9% | +15.6% | +7.2% |
| YTD | -9.7% | +14.8% | -24.5% | -15.2% |
| 1Y | -12.5% | +42.1% | -54.5% | -23.2% |
| 3Y | +21.8% | +170.8% | -149.0% | -12.6% |
| 5Y | +8.2% | +197.5% | -189.3% | -25.6% |
| 10Y | +309.5% | +477.8% | -168.3% | +120.6% |
| All | +10,734.7% | +15,408.5% | -4,673.9% | +3,537.3% |
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