+1,863.5%
SGI vs WSM
+2,030.1%
-166.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +9.3% | +2.6% | +6.7% | +7.8% |
| 30D | +6.9% | -9.5% | +16.4% | +12.8% |
| 3M | +2.8% | +12.9% | -10.0% | -3.8% |
| 6M | -12.6% | +23.0% | -35.6% | -21.6% |
| YTD | -21.5% | +28.9% | -50.4% | -31.5% |
| 1Y | -18.8% | +13.7% | -32.4% | -24.7% |
| 3Y | +60.8% | +232.6% | -171.8% | -27.3% |
| 5Y | +60.0% | +185.9% | -125.8% | -24.4% |
| 10Y | +267.8% | +998.6% | -730.8% | -28.9% |
| All | +1,863.5% | +2,030.1% | -166.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling