+304.8%
SGI vs WCC
+431.3%
-126.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -5.3% | +9.9% | -15.3% | -9.6% |
| 30D | -2.1% | -8.4% | +6.4% | +0.2% |
| 3M | -8.2% | -10.3% | +2.2% | -6.0% |
| 6M | -4.6% | -10.5% | +5.9% | -3.5% |
| YTD | -31.5% | +32.2% | -63.6% | -43.6% |
| 1Y | -30.8% | +25.5% | -56.4% | -41.7% |
| 3Y | +67.2% | +134.7% | -67.5% | -8.0% |
| 5Y | +42.5% | +139.9% | -97.4% | -29.8% |
| All | +304.8% | +431.3% | -126.6% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling