+86.1%
SGI vs WST
+16.9%
+69.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.3% |
| 7D | +5.3% | -5.8% | +11.1% | +6.1% |
| 30D | +8.2% | +5.3% | +2.9% | +7.5% |
| 3M | -2.2% | +11.8% | -14.0% | -3.5% |
| 6M | -8.4% | +26.7% | -35.1% | -11.1% |
| YTD | -23.4% | +43.0% | -66.4% | -27.1% |
| 1Y | -14.0% | +38.9% | -52.8% | -17.9% |
| All | +86.1% | +16.9% | +69.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling