+51.5%
SGI vs WCN
+27.0%
+24.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +0.6% | -1.7% | +2.3% | +1.4% |
| 30D | +5.5% | -3.0% | +8.5% | +7.0% |
| 3M | -3.6% | +2.5% | -6.1% | -5.1% |
| 6M | -15.0% | -5.7% | -9.3% | -13.2% |
| YTD | -23.0% | -7.4% | -15.6% | -20.8% |
| 1Y | -18.4% | -8.6% | -9.8% | -15.6% |
| 3Y | +57.8% | +19.4% | +38.4% | +35.8% |
| 5Y | +51.5% | +27.2% | +24.3% | +18.9% |
| All | +51.5% | +27.0% | +24.4% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling