+1,663.9%
SGI vs WCC
+3,856.0%
-2,192.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -2.1% |
| 7D | -10.5% | +3.3% | -13.8% | -12.3% |
| 30D | +0.1% | -9.4% | +9.6% | +3.1% |
| 3M | -4.0% | -10.5% | +6.5% | -1.5% |
| 6M | -5.6% | -10.4% | +4.8% | -4.6% |
| YTD | -29.5% | +34.4% | -63.9% | -42.6% |
| 1Y | -31.5% | +27.7% | -59.2% | -42.9% |
| 3Y | +71.6% | +137.9% | -66.3% | -5.7% |
| 5Y | +50.5% | +147.0% | -96.5% | -25.4% |
| 10Y | +333.9% | +442.5% | -108.6% | +20.4% |
| All | +1,663.9% | +3,856.0% | -2,192.1% | +154.1% |
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