+289.9%
WAB vs SGI
+263.3%
+26.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -4.6% | +5.5% | -10.1% | -6.3% |
| 3M | +5.6% | -3.6% | +9.2% | +6.3% |
| 6M | +13.8% | -15.0% | +28.8% | +18.3% |
| YTD | +31.9% | -23.0% | +54.9% | +40.5% |
| 1Y | +48.3% | -18.4% | +66.7% | +54.7% |
| 3Y | +167.1% | +57.8% | +109.4% | +124.8% |
| 5Y | +222.9% | +51.5% | +171.4% | +163.8% |
| 10Y | +289.9% | +275.2% | +14.7% | +107.7% |
| All | +289.9% | +263.3% | +26.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling