-31.5%
SGI vs WCC
+27.2%
-58.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.3% |
| 7D | -10.5% | +3.3% | -13.8% | -11.4% |
| 30D | +0.1% | -9.4% | +9.6% | +2.1% |
| 3M | -4.0% | -10.5% | +6.5% | -2.2% |
| 6M | -5.6% | -10.4% | +4.8% | -4.2% |
| YTD | -29.5% | +34.4% | -63.9% | -41.1% |
| All | -31.5% | +27.2% | -58.6% | -40.9% |
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