-21.6%
SGI vs WWD
+40.3%
-61.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.4% |
| 7D | -4.9% | -2.9% | -2.0% | -3.6% |
| 30D | +1.6% | -6.6% | +8.2% | +4.8% |
| 3M | -3.2% | -9.3% | +6.1% | +1.1% |
| 6M | -16.0% | -13.6% | -2.4% | -11.0% |
| YTD | -25.4% | +10.4% | -35.8% | -25.9% |
| 1Y | -21.6% | +39.9% | -61.5% | -26.5% |
| All | -21.6% | +40.3% | -61.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling