-19.1%
SGI vs WCC
+68.1%
-87.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +0.6% | +6.8% | -6.2% | -1.5% |
| 30D | +5.5% | -3.0% | +8.5% | +6.3% |
| 3M | -3.6% | +0.2% | -3.8% | -4.2% |
| 6M | -15.0% | +33.2% | -48.2% | -24.1% |
| YTD | -23.0% | +45.8% | -68.8% | -31.8% |
| All | -19.1% | +68.1% | -87.2% | -29.9% |
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