+1,252.1%
SGI vs WPM
+5,967.5%
-4,715.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +8.5% | +1.1% | +7.5% | +8.3% |
| 30D | +0.7% | +26.4% | -25.7% | -3.8% |
| 3M | +0.6% | +20.8% | -20.2% | -3.3% |
| 6M | -17.9% | +1.1% | -19.1% | -18.7% |
| YTD | -21.2% | +32.5% | -53.6% | -25.9% |
| 1Y | -18.9% | +51.5% | -70.4% | -25.9% |
| 3Y | +52.6% | +267.0% | -214.4% | +17.0% |
| 5Y | +60.7% | +250.1% | -189.4% | +22.2% |
| 10Y | +278.1% | +540.4% | -262.3% | +144.1% |
| All | +1,252.1% | +5,967.5% | -4,715.4% | +232.9% |
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