+1,872.3%
SGI vs WST
+4,847.0%
-2,974.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +8.5% | +0.7% | +7.8% | +8.2% |
| 30D | +0.7% | -3.1% | +3.8% | +2.1% |
| 3M | +0.6% | +7.2% | -6.6% | -2.8% |
| 6M | -17.9% | +36.8% | -54.8% | -29.4% |
| YTD | -21.2% | +23.8% | -45.0% | -29.4% |
| 1Y | -18.9% | +37.8% | -56.6% | -31.6% |
| 3Y | +52.6% | -15.9% | +68.5% | +42.8% |
| 5Y | +60.7% | -25.8% | +86.5% | +54.5% |
| 10Y | +278.1% | +319.6% | -41.5% | +26.5% |
| All | +1,872.3% | +4,847.0% | -2,974.7% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling