+1,872.3%
SGI vs WWD
+4,496.5%
-2,624.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +8.5% | +1.3% | +7.3% | +7.8% |
| 30D | +0.7% | -7.2% | +7.8% | +4.5% |
| 3M | +0.6% | -3.8% | +4.4% | +2.2% |
| 6M | -17.9% | -9.9% | -8.0% | -13.5% |
| YTD | -21.2% | +14.8% | -36.0% | -27.6% |
| 1Y | -18.9% | +42.1% | -60.9% | -34.0% |
| 3Y | +52.6% | +170.8% | -118.2% | -15.1% |
| 5Y | +60.7% | +197.5% | -136.8% | -16.5% |
| 10Y | +278.1% | +477.8% | -199.7% | +34.2% |
| All | +1,872.3% | +4,496.5% | -2,624.2% | +252.2% |
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