+228.0%
WAB vs SGI
+61.8%
+166.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.7% | +9.3% | -7.6% | -1.3% |
| 30D | -2.4% | +6.9% | -9.3% | -4.7% |
| 3M | +9.7% | +2.8% | +6.8% | +8.1% |
| 6M | +16.5% | -12.6% | +29.1% | +20.3% |
| YTD | +33.7% | -21.5% | +55.3% | +42.2% |
| 1Y | +49.7% | -18.8% | +68.4% | +56.8% |
| 3Y | +170.9% | +60.8% | +110.1% | +123.8% |
| 5Y | +228.0% | +60.0% | +168.0% | +152.3% |
| All | +228.0% | +61.8% | +166.2% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling