+262.8%
SGI vs WPM
+558.4%
-295.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +4.2% | +14.4% | -10.2% | +1.9% |
| 3M | -7.4% | +37.0% | -44.4% | -12.1% |
| 6M | -15.1% | +4.1% | -19.2% | -16.2% |
| YTD | -24.7% | +31.7% | -56.4% | -28.1% |
| 1Y | -21.8% | +44.2% | -65.9% | -26.3% |
| 3Y | +50.0% | +265.5% | -215.4% | +23.9% |
| 5Y | +48.9% | +262.5% | -213.5% | +20.8% |
| All | +262.8% | +558.4% | -295.6% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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