-31.5%
SGI vs WST
+49.4%
-81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -10.5% | +1.1% | -11.5% | -10.8% |
| 30D | +0.1% | +12.4% | -12.2% | -3.1% |
| 3M | -4.0% | +17.6% | -21.5% | -8.4% |
| 6M | -5.6% | +28.3% | -33.9% | -12.9% |
| YTD | -29.5% | +50.5% | -80.0% | -40.5% |
| 1Y | -31.5% | +49.4% | -80.9% | -42.1% |
| All | -31.5% | +49.4% | -81.0% | -42.1% |
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 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