+259.2%
SGI vs WWD
+490.2%
-231.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.2% |
| 7D | -4.9% | -2.9% | -2.0% | -3.2% |
| 30D | +1.6% | -6.6% | +8.2% | +5.5% |
| 3M | -3.2% | -9.3% | +6.1% | +2.0% |
| 6M | -16.0% | -13.6% | -2.4% | -8.8% |
| YTD | -25.4% | +10.4% | -35.8% | -30.8% |
| 1Y | -21.6% | +39.9% | -61.5% | -37.6% |
| 3Y | +52.9% | +165.0% | -112.2% | -22.3% |
| 5Y | +47.5% | +183.8% | -136.3% | -30.3% |
| All | +259.2% | +490.2% | -231.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling