+267.8%
SGI vs WST
+321.8%
-54.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +6.9% | -4.6% | +11.5% | +8.4% |
| 3M | +2.8% | +5.7% | -2.9% | +0.9% |
| 6M | -12.6% | +37.6% | -50.2% | -21.3% |
| YTD | -21.5% | +23.0% | -44.6% | -27.0% |
| 1Y | -18.8% | +33.8% | -52.6% | -27.0% |
| 3Y | +60.8% | -13.4% | +74.2% | +54.9% |
| 5Y | +60.0% | -27.0% | +87.0% | +59.4% |
| 10Y | +267.8% | +324.5% | -56.7% | +82.6% |
| All | +267.8% | +321.8% | -54.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling