+316.3%
SGI vs WCC
+440.3%
-124.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -2.0% |
| 7D | -10.5% | +3.3% | -13.8% | -12.2% |
| 30D | +0.1% | -9.4% | +9.6% | +3.0% |
| 3M | -4.0% | -10.5% | +6.5% | -1.6% |
| 6M | -5.6% | -10.4% | +4.8% | -4.5% |
| YTD | -29.5% | +34.4% | -63.9% | -42.5% |
| 1Y | -31.5% | +27.7% | -59.2% | -42.8% |
| 3Y | +71.6% | +137.9% | -66.3% | -6.2% |
| 5Y | +50.5% | +147.0% | -96.5% | -27.0% |
| All | +316.3% | +440.3% | -124.0% | -13.8% |
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