+1,872.3%
SGI vs WSM
+2,026.3%
-154.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.6% |
| 7D | +8.5% | -3.3% | +11.8% | +10.5% |
| 30D | +0.7% | -8.4% | +9.1% | +5.5% |
| 3M | +0.6% | +9.7% | -9.1% | -4.4% |
| 6M | -17.9% | +16.7% | -34.6% | -24.3% |
| YTD | -21.2% | +28.7% | -49.9% | -31.1% |
| 1Y | -18.9% | +13.7% | -32.5% | -24.8% |
| 3Y | +52.6% | +230.1% | -177.5% | -30.7% |
| 5Y | +60.7% | +179.0% | -118.2% | -23.0% |
| 10Y | +278.1% | +1,002.5% | -724.4% | -27.1% |
| All | +1,872.3% | +2,026.3% | -154.0% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling