+14,791.5%
SPGI vs WY
+612.4%
+14,179.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +15.9% | +10.1% | +5.8% | +11.9% |
| 3M | +12.3% | -15.4% | +27.7% | +18.9% |
| 6M | +23.7% | -8.3% | +32.0% | +26.6% |
| YTD | -3.5% | -9.8% | +6.3% | -1.4% |
| 1Y | +0.4% | -3.9% | +4.3% | +0.2% |
| 3Y | +29.9% | -23.3% | +53.2% | +38.5% |
| 5Y | +15.2% | -31.2% | +46.4% | +27.1% |
| 10Y | +337.2% | +5.5% | +331.6% | +285.3% |
| All | +14,791.5% | +612.4% | +14,179.0% | +7,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling