+170.9%
WAB vs SGI
+59.4%
+111.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.7% | +9.3% | -7.6% | -1.2% |
| 30D | -2.4% | +6.9% | -9.3% | -4.6% |
| 3M | +9.7% | +2.8% | +6.8% | +8.2% |
| 6M | +16.5% | -12.6% | +29.1% | +20.2% |
| YTD | +33.7% | -21.5% | +55.3% | +41.8% |
| 1Y | +49.7% | -18.8% | +68.4% | +56.7% |
| 3Y | +170.9% | +60.8% | +110.1% | +138.2% |
| All | +170.9% | +59.4% | +111.6% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling