+13,845.6%
SPGI vs WY
+688.1%
+13,157.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.1% | -1.7% | +1.9% | +0.8% |
| 30D | +8.4% | -10.1% | +18.5% | +12.5% |
| 3M | +11.8% | -5.1% | +17.0% | +13.4% |
| 6M | +5.7% | -4.8% | +10.5% | +6.8% |
| YTD | -9.7% | -0.2% | -9.4% | -10.8% |
| 1Y | -12.5% | -6.6% | -5.8% | -11.6% |
| 3Y | +21.8% | -22.7% | +44.6% | +29.8% |
| 5Y | +8.2% | -22.2% | +30.4% | +13.9% |
| 10Y | +309.5% | +7.3% | +302.2% | +258.4% |
| All | +13,845.6% | +688.1% | +13,157.5% | +6,478.7% |
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