+333.9%
SGI vs WWD
+468.3%
-134.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -10.5% | +3.7% | -14.2% | -12.6% |
| 30D | +0.1% | +1.8% | -1.7% | -1.7% |
| 3M | -4.0% | -5.0% | +1.0% | -2.3% |
| 6M | -5.6% | -8.4% | +2.8% | -2.1% |
| YTD | -29.5% | +12.3% | -41.8% | -35.9% |
| 1Y | -31.5% | +26.2% | -57.8% | -42.4% |
| 3Y | +71.6% | +154.6% | -83.0% | -11.3% |
| 5Y | +50.5% | +195.3% | -144.7% | -31.3% |
| 10Y | +333.9% | +466.3% | -132.4% | +29.3% |
| All | +333.9% | +468.3% | -134.5% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling