+60.8%
SGI vs WU
-27.2%
+88.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | +9.3% | -0.8% | +10.1% | +9.6% |
| 30D | +6.9% | -1.1% | +8.0% | +7.3% |
| 3M | +2.8% | -1.8% | +4.7% | +2.3% |
| 6M | -12.6% | -23.9% | +11.3% | -5.3% |
| YTD | -21.5% | -20.4% | -1.1% | -16.5% |
| 1Y | -18.8% | -10.6% | -8.2% | -17.3% |
| 3Y | +60.8% | -27.7% | +88.6% | +72.1% |
| All | +60.8% | -27.2% | +88.1% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling