+3,699.2%
WAB vs SGI
+1,794.5%
+1,904.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | +1.8% | -5.4% | +7.2% | +2.6% |
| 6M | +12.0% | -7.0% | +19.0% | +12.9% |
| YTD | +41.3% | -31.6% | +72.9% | +53.3% |
| 1Y | +43.8% | -33.5% | +77.4% | +57.2% |
| 3Y | +171.1% | +66.5% | +104.6% | +130.3% |
| 5Y | +217.7% | +42.2% | +175.6% | +171.4% |
| 10Y | +272.3% | +320.9% | -48.5% | +118.2% |
| All | +3,699.2% | +1,794.5% | +1,904.7% | +1,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling