+47.5%
SGI vs WU
-51.6%
+99.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -4.9% | -5.0% | +0.1% | -2.9% |
| 30D | +1.6% | -2.3% | +3.9% | +2.6% |
| 3M | -3.2% | -3.2% | +0.1% | -3.3% |
| 6M | -16.0% | -25.0% | +9.0% | -6.6% |
| YTD | -25.4% | -21.7% | -3.8% | -18.9% |
| 1Y | -21.6% | -9.0% | -12.6% | -20.9% |
| 3Y | +52.9% | -28.9% | +81.7% | +68.2% |
| 5Y | +47.5% | -51.0% | +98.5% | +87.3% |
| All | +47.5% | -51.6% | +99.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling