+5.1%
SPGI vs WY
-21.5%
+26.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | -2.5% | -2.1% | -0.4% | -1.7% |
| 30D | +5.4% | -10.5% | +15.9% | +9.9% |
| 3M | +9.0% | -4.9% | +13.9% | +10.6% |
| 6M | +0.8% | -4.9% | +5.7% | +1.9% |
| YTD | -12.6% | -1.7% | -10.9% | -13.6% |
| 1Y | -16.1% | -9.4% | -6.8% | -14.2% |
| 3Y | +19.0% | -22.3% | +41.3% | +27.4% |
| 5Y | +5.1% | -20.5% | +25.6% | +15.8% |
| All | +5.1% | -21.5% | +26.6% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling