-12.1%
SGI vs WCC
+24.5%
-36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.9% | +16.7% | +9.3% |
| 7D | +12.1% | -8.8% | +20.8% | +14.1% |
| 30D | +12.1% | -16.0% | +28.1% | +17.0% |
| 3M | +0.4% | -15.2% | +15.6% | +4.1% |
| 6M | -4.0% | -8.4% | +4.4% | -4.0% |
| YTD | -21.2% | +30.1% | -51.3% | -33.1% |
| 1Y | -12.1% | +26.4% | -38.5% | -25.1% |
| All | -12.1% | +24.5% | -36.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling