+270.7%
SGI vs WU
-39.0%
+309.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | +0.6% | -4.9% | +5.5% | +3.0% |
| 30D | +5.5% | -1.3% | +6.8% | +6.2% |
| 3M | -3.6% | -3.6% | 0.0% | -3.6% |
| 6M | -15.0% | -24.3% | +9.3% | -4.5% |
| YTD | -23.0% | -21.1% | -1.9% | -15.6% |
| 1Y | -18.4% | -10.3% | -8.1% | -16.9% |
| 3Y | +57.8% | -28.4% | +86.1% | +75.0% |
| 5Y | +51.5% | -51.2% | +102.7% | +103.4% |
| All | +270.7% | -39.0% | +309.8% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling