+1,075.8%
SGI vs WPM
+5,046.3%
-3,970.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | -3.6% | -1.7% | -4.6% |
| 30D | -2.1% | +1.4% | -3.5% | -2.5% |
| 3M | -8.2% | -0.2% | -8.0% | -8.5% |
| 6M | -4.6% | -7.3% | +2.8% | -4.0% |
| YTD | -31.5% | +12.3% | -43.8% | -33.7% |
| 1Y | -30.8% | +24.9% | -55.7% | -34.5% |
| 3Y | +67.2% | +210.4% | -143.2% | +31.9% |
| 5Y | +42.5% | +210.4% | -167.9% | +10.7% |
| 10Y | +321.9% | +731.7% | -409.8% | +160.7% |
| All | +1,075.8% | +5,046.3% | -3,970.5% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling