+1,872.3%
SGI vs WCC
+4,142.7%
-2,270.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -1.4% |
| 7D | +8.5% | +4.5% | +4.1% | +6.2% |
| 30D | +0.7% | -5.8% | +6.5% | +3.2% |
| 3M | +0.6% | -3.7% | +4.3% | +0.8% |
| 6M | -17.9% | +23.1% | -41.0% | -27.9% |
| YTD | -21.2% | +44.2% | -65.3% | -36.4% |
| 1Y | -18.9% | +62.1% | -81.0% | -39.2% |
| 3Y | +52.6% | +121.1% | -68.5% | -10.8% |
| 5Y | +60.7% | +214.0% | -153.2% | -28.5% |
| 10Y | +278.1% | +472.8% | -194.7% | +3.5% |
| All | +1,872.3% | +4,142.7% | -2,270.4% | +181.5% |
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