+43.8%
WAB vs SGI
-33.8%
+77.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +7.9% | -10.7% | +18.6% | +11.0% |
| 30D | +4.9% | -3.6% | +8.5% | +5.4% |
| 3M | +1.8% | -5.4% | +7.2% | +2.5% |
| 6M | +12.0% | -7.0% | +19.0% | +12.9% |
| YTD | +41.3% | -31.6% | +72.9% | +52.2% |
| 1Y | +43.8% | -33.5% | +77.4% | +57.2% |
| All | +43.8% | -33.8% | +77.7% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling