+51.5%
SGI vs WWD
+191.3%
-139.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +5.5% | -5.1% | +10.6% | +8.1% |
| 3M | -3.6% | -11.2% | +7.6% | +1.9% |
| 6M | -15.0% | -12.0% | -3.0% | -9.7% |
| YTD | -23.0% | +12.0% | -35.0% | -27.7% |
| 1Y | -18.4% | +42.8% | -61.2% | -32.7% |
| 3Y | +57.8% | +168.9% | -111.2% | -11.7% |
| 5Y | +51.5% | +192.2% | -140.7% | -23.5% |
| All | +51.5% | +191.3% | -139.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling