+167.9%
WAT vs SGI
+263.3%
-95.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -1.7% | +5.5% | -7.2% | -3.0% |
| 3M | +9.1% | -3.6% | +12.7% | +9.6% |
| 6M | +32.4% | -15.0% | +47.5% | +36.4% |
| YTD | +6.6% | -23.0% | +29.6% | +12.0% |
| 1Y | +34.7% | -18.4% | +53.1% | +39.3% |
| 3Y | +53.6% | +57.8% | -4.2% | +36.8% |
| 5Y | -4.1% | +51.5% | -55.5% | -16.6% |
| 10Y | +167.9% | +275.2% | -107.3% | +84.9% |
| All | +167.9% | +263.3% | -95.4% | +84.9% |
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