+1,651.9%
SGI vs WU
-19.6%
+1,671.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +8.5% | -0.8% | +9.4% | +9.1% |
| 30D | +0.7% | -1.1% | +1.8% | +1.3% |
| 3M | +0.6% | -3.9% | +4.5% | +0.8% |
| 6M | -17.9% | -20.7% | +2.7% | -9.0% |
| YTD | -21.2% | -18.4% | -2.8% | -14.3% |
| 1Y | -18.9% | -8.1% | -10.8% | -18.3% |
| 3Y | +52.6% | -24.2% | +76.8% | +65.5% |
| 5Y | +60.7% | -50.4% | +111.2% | +117.3% |
| 10Y | +278.1% | -40.0% | +318.1% | +339.5% |
| All | +1,651.9% | -19.6% | +1,671.5% | +1,404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling