+60.8%
SGI vs WWD
+164.2%
-103.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | +9.3% | +0.8% | +8.5% | +8.9% |
| 30D | +6.9% | -6.4% | +13.3% | +9.8% |
| 3M | +2.8% | -5.6% | +8.5% | +5.2% |
| 6M | -12.6% | -9.1% | -3.5% | -9.0% |
| YTD | -21.5% | +12.5% | -34.0% | -24.9% |
| 1Y | -18.8% | +41.3% | -60.1% | -29.2% |
| 3Y | +60.8% | +170.2% | -109.4% | +6.1% |
| All | +60.8% | +164.2% | -103.3% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling