+1,109.2%
SGI vs WPM
+5,208.0%
-4,098.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -10.5% | +3.1% | -13.6% | -11.0% |
| 30D | +0.1% | -1.8% | +2.0% | +0.3% |
| 3M | -4.0% | +1.0% | -5.0% | -4.5% |
| 6M | -5.6% | -5.4% | -0.2% | -5.4% |
| YTD | -29.5% | +15.9% | -45.4% | -32.2% |
| 1Y | -31.5% | +30.8% | -62.3% | -35.7% |
| 3Y | +71.6% | +222.6% | -151.0% | +34.4% |
| 5Y | +50.5% | +227.4% | -176.9% | +15.8% |
| 10Y | +333.9% | +757.8% | -423.9% | +166.6% |
| All | +1,109.2% | +5,208.0% | -4,098.7% | +204.4% |
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 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