+52.2%
SGI vs WPM
+266.2%
-213.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +0.6% | +3.9% | -3.3% | -0.3% |
| 30D | +5.5% | +17.7% | -12.1% | +1.4% |
| 3M | -3.6% | +39.4% | -43.0% | -11.3% |
| 6M | -15.0% | +6.4% | -21.4% | -17.3% |
| YTD | -23.0% | +34.0% | -57.0% | -28.8% |
| 1Y | -18.4% | +50.5% | -68.9% | -26.6% |
| 3Y | +57.8% | +280.3% | -222.5% | +11.0% |
| All | +52.2% | +266.2% | -213.9% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling