+1,863.5%
SGI vs WTW
+518.5%
+1,345.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +1.3% |
| 7D | +9.3% | -2.7% | +12.0% | +11.2% |
| 30D | +6.9% | -5.6% | +12.5% | +10.7% |
| 3M | +2.8% | +26.5% | -23.7% | -12.5% |
| 6M | -12.6% | +8.1% | -20.7% | -18.9% |
| YTD | -21.5% | -0.3% | -21.2% | -24.2% |
| 1Y | -18.8% | -0.9% | -17.9% | -21.6% |
| 3Y | +60.8% | +66.6% | -5.8% | +6.4% |
| 5Y | +60.0% | +54.0% | +6.0% | +10.8% |
| 10Y | +267.8% | +198.1% | +69.7% | +60.8% |
| All | +1,863.5% | +518.5% | +1,345.0% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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