+269.5%
SGI vs WST
+324.6%
-55.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +8.5% | +0.7% | +7.8% | +8.3% |
| 30D | +0.7% | -3.1% | +3.8% | +1.6% |
| 3M | +0.6% | +7.2% | -6.6% | -1.7% |
| 6M | -17.9% | +36.8% | -54.8% | -25.9% |
| YTD | -21.2% | +23.8% | -45.0% | -26.9% |
| 1Y | -18.9% | +37.8% | -56.6% | -27.7% |
| 3Y | +52.6% | -15.9% | +68.5% | +49.2% |
| 5Y | +60.7% | -25.8% | +86.5% | +59.1% |
| All | +269.5% | +324.6% | -55.1% | +83.1% |
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