+21.0%
SGOV vs WM
+153.6%
-132.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.3% | +15.2% | -14.9% | +0.3% |
| 3M | +0.9% | +8.3% | -7.4% | +0.9% |
| 6M | +1.9% | +13.1% | -11.3% | +1.9% |
| YTD | +3.2% | +12.5% | -9.3% | +3.2% |
| 1Y | +3.7% | +21.8% | -18.0% | +3.7% |
| 3Y | +14.1% | +48.8% | -34.7% | +14.1% |
| 5Y | +20.9% | +62.1% | -41.1% | +20.9% |
| All | +21.0% | +153.6% | -132.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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