-33.5%
SGI vs WST
+49.0%
-82.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -10.7% | +4.9% | -15.5% | -11.9% |
| 30D | -3.6% | +10.7% | -14.3% | -6.3% |
| 3M | -5.4% | +16.8% | -22.2% | -9.6% |
| 6M | -7.0% | +32.0% | -39.0% | -15.0% |
| YTD | -31.6% | +49.9% | -81.5% | -42.3% |
| 1Y | -33.5% | +50.6% | -84.2% | -44.0% |
| All | -33.5% | +49.0% | -82.5% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling