+6.7%
SGI vs WETO
-99.4%
+106.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -3.0% |
| 7D | -4.9% | -19.9% | +15.0% | -5.1% |
| 30D | +1.6% | -42.7% | +44.3% | +2.4% |
| 3M | -3.2% | -97.7% | +94.5% | -1.1% |
| 6M | -16.0% | -94.4% | +78.4% | -14.9% |
| YTD | -25.4% | -97.0% | +71.6% | -24.2% |
| 1Y | -21.6% | -98.9% | +77.3% | -20.1% |
| All | +6.7% | -99.4% | +106.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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