+1,872.3%
SGI vs WCN
+2,532.2%
-659.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +8.5% | -0.6% | +9.2% | +9.0% |
| 30D | +0.7% | +0.4% | +0.2% | +0.3% |
| 3M | +0.6% | +7.3% | -6.7% | -5.0% |
| 6M | -17.9% | -2.5% | -15.4% | -17.8% |
| YTD | -21.2% | -5.4% | -15.8% | -19.7% |
| 1Y | -18.9% | -8.5% | -10.4% | -15.6% |
| 3Y | +52.6% | +20.8% | +31.8% | +25.8% |
| 5Y | +60.7% | +30.0% | +30.7% | +23.3% |
| 10Y | +278.1% | +238.4% | +39.7% | +36.0% |
| All | +1,872.3% | +2,532.2% | -659.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling