+303.8%
SGI vs WST
+449.7%
-145.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -10.7% | +4.9% | -15.5% | -12.0% |
| 30D | -3.6% | +10.7% | -14.3% | -6.5% |
| 3M | -5.4% | +16.8% | -22.2% | -10.0% |
| 6M | -7.0% | +32.0% | -39.0% | -14.9% |
| YTD | -31.6% | +49.9% | -81.5% | -40.3% |
| 1Y | -33.5% | +50.6% | -84.2% | -42.1% |
| 3Y | +66.5% | +21.4% | +45.0% | +41.5% |
| 5Y | +42.2% | -0.6% | +42.7% | +27.5% |
| All | +303.8% | +449.7% | -145.9% | +91.7% |
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