-28.5%
SGI vs WST
+52.7%
-81.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | +1.8% | +16.7% | -14.8% | -2.7% |
| 6M | -3.9% | +26.8% | -30.7% | -11.0% |
| YTD | -25.2% | +50.5% | -75.7% | -37.0% |
| All | -28.5% | +52.7% | -81.2% | -39.8% |
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