+296.4%
SPGI vs WY
+5.8%
+290.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.4% |
| 30D | +2.0% | -9.9% | +11.9% | +6.3% |
| 3M | +4.3% | -7.5% | +11.8% | +7.1% |
| 6M | -0.2% | -5.1% | +4.9% | +1.0% |
| YTD | -14.8% | -2.1% | -12.7% | -15.4% |
| 1Y | -18.5% | -7.3% | -11.2% | -17.4% |
| 3Y | +16.0% | -22.6% | +38.6% | +24.4% |
| 5Y | +2.2% | -19.8% | +22.0% | +6.7% |
| 10Y | +296.4% | +9.6% | +286.9% | +235.0% |
| All | +296.4% | +5.8% | +290.7% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling