+1,663.9%
SGI vs WWD
+4,394.6%
-2,730.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -10.5% | +3.7% | -14.2% | -12.4% |
| 30D | +0.1% | +1.8% | -1.7% | -1.5% |
| 3M | -4.0% | -5.0% | +1.0% | -2.5% |
| 6M | -5.6% | -8.4% | +2.8% | -2.4% |
| YTD | -29.5% | +12.3% | -41.8% | -35.0% |
| 1Y | -31.5% | +26.2% | -57.8% | -41.1% |
| 3Y | +71.6% | +154.6% | -83.0% | -2.0% |
| 5Y | +50.5% | +195.3% | -144.7% | -21.9% |
| 10Y | +333.9% | +466.3% | -132.4% | +54.7% |
| All | +1,663.9% | +4,394.6% | -2,730.7% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling