+259.2%
SGI vs WCC
+518.6%
-259.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.5% |
| 7D | -4.9% | +1.7% | -6.6% | -5.7% |
| 30D | +1.6% | -6.1% | +7.6% | +4.2% |
| 3M | -3.2% | +3.1% | -6.3% | -6.1% |
| 6M | -16.0% | +28.2% | -44.3% | -27.4% |
| YTD | -25.4% | +41.1% | -66.5% | -38.8% |
| 1Y | -21.6% | +61.3% | -82.9% | -40.6% |
| 3Y | +52.9% | +123.6% | -70.8% | -10.6% |
| 5Y | +47.5% | +214.8% | -167.3% | -35.6% |
| All | +259.2% | +518.6% | -259.3% | -26.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling