+1,423.5%
SGI vs WU
-21.8%
+1,445.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.5% |
| 7D | -5.3% | -2.0% | -3.3% | -4.3% |
| 30D | -2.1% | +11.4% | -13.5% | -7.8% |
| 3M | -8.2% | -6.8% | -1.4% | -4.8% |
| 6M | -4.6% | -14.6% | +10.1% | +1.8% |
| YTD | -31.5% | -20.6% | -10.8% | -24.5% |
| 1Y | -30.8% | -15.4% | -15.5% | -26.7% |
| 3Y | +67.2% | -23.6% | +90.8% | +81.0% |
| 5Y | +42.5% | -43.4% | +85.9% | +78.5% |
| 10Y | +321.9% | -38.8% | +360.7% | +383.9% |
| All | +1,423.5% | -21.8% | +1,445.3% | +1,224.9% |
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