+1,815.8%
SGI vs WST
+5,611.0%
-3,795.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.0% |
| 7D | +5.3% | -5.8% | +11.1% | +8.1% |
| 30D | +8.2% | +5.3% | +2.9% | +5.7% |
| 3M | -2.2% | +11.8% | -14.0% | -7.2% |
| 6M | -8.4% | +26.7% | -35.1% | -18.2% |
| YTD | -23.4% | +43.0% | -66.4% | -35.8% |
| 1Y | -14.0% | +38.9% | -52.8% | -27.2% |
| 3Y | +78.8% | +18.2% | +60.6% | +40.9% |
| 5Y | +58.6% | -1.5% | +60.1% | +32.7% |
| 10Y | +427.8% | +439.0% | -11.1% | +56.2% |
| All | +1,815.8% | +5,611.0% | -3,795.2% | +106.1% |
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 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