-19.1%
SGI vs WPM
+49.6%
-68.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +0.6% | +3.9% | -3.3% | -0.5% |
| 30D | +5.5% | +17.7% | -12.1% | +0.5% |
| 3M | -3.6% | +39.4% | -43.0% | -13.0% |
| 6M | -15.0% | +6.4% | -21.4% | -18.5% |
| YTD | -23.0% | +34.0% | -57.0% | -28.4% |
| All | -19.1% | +49.6% | -68.7% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling