+1,672.1%
SGI vs WCC
+3,728.6%
-2,056.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.3% | -5.3% |
| 7D | -3.9% | -9.9% | +6.0% | +0.1% |
| 30D | +0.9% | -13.4% | +14.3% | +6.3% |
| 3M | -2.9% | -13.5% | +10.6% | +1.3% |
| 6M | -9.0% | -10.6% | +1.7% | -7.9% |
| YTD | -29.2% | +30.1% | -59.3% | -41.4% |
| 1Y | -32.3% | +22.3% | -54.6% | -42.3% |
| 3Y | +72.4% | +130.3% | -57.9% | -3.7% |
| 5Y | +50.6% | +144.5% | -93.9% | -25.0% |
| 10Y | +335.2% | +431.8% | -96.6% | +22.0% |
| All | +1,672.1% | +3,728.6% | -2,056.5% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling