+16.4%
SPGI vs WY
-23.0%
+39.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | +2.0% | -9.9% | +11.9% | +4.9% |
| 3M | +4.3% | -7.5% | +11.8% | +6.3% |
| 6M | -0.2% | -5.1% | +4.9% | +0.6% |
| YTD | -14.8% | -2.1% | -12.7% | -15.6% |
| 1Y | -18.5% | -7.3% | -11.2% | -17.8% |
| All | +16.4% | -23.0% | +39.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling