+304.8%
SGI vs WCN
+322.1%
-17.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +2.6% | -7.9% | -6.7% |
| 30D | -2.1% | +23.9% | -26.0% | -13.5% |
| 3M | -8.2% | +17.4% | -25.6% | -16.4% |
| 6M | -4.6% | +28.0% | -32.6% | -18.0% |
| YTD | -31.5% | +11.6% | -43.0% | -36.6% |
| 1Y | -30.8% | +16.9% | -47.7% | -37.9% |
| 3Y | +67.2% | +51.6% | +15.6% | +23.1% |
| 5Y | +42.5% | +48.0% | -5.5% | +4.8% |
| All | +304.8% | +322.1% | -17.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling