+60.8%
SGI vs WPM
+279.1%
-218.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +9.3% | +7.0% | +2.3% | +7.6% |
| 30D | +6.9% | +15.7% | -8.9% | +3.1% |
| 3M | +2.8% | +35.2% | -32.4% | -4.7% |
| 6M | -12.6% | +6.1% | -18.7% | -15.1% |
| YTD | -21.5% | +32.6% | -54.1% | -26.7% |
| 1Y | -18.8% | +46.9% | -65.7% | -25.5% |
| 3Y | +60.8% | +276.3% | -215.5% | +12.1% |
| All | +60.8% | +279.1% | -218.3% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling