+384.3%
SGI vs WST
+466.7%
-82.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.3% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +6.6% | +12.9% | -6.3% | +2.7% |
| 3M | +1.8% | +16.7% | -14.8% | -3.0% |
| 6M | -3.9% | +26.8% | -30.7% | -11.0% |
| YTD | -25.2% | +50.5% | -75.7% | -34.8% |
| 1Y | -26.7% | +52.9% | -79.6% | -36.5% |
| 3Y | +86.8% | +23.9% | +62.9% | +57.4% |
| 5Y | +56.6% | +1.0% | +55.6% | +39.5% |
| 10Y | +384.3% | +451.4% | -67.1% | +137.2% |
| All | +384.3% | +466.7% | -82.4% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling