+231.8%
WAT vs SGI
+356.4%
-124.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +1.0% |
| 7D | +3.4% | -3.9% | +7.3% | +4.2% |
| 30D | +9.6% | +0.9% | +8.7% | +9.1% |
| 3M | +15.5% | -2.9% | +18.4% | +15.7% |
| 6M | +33.9% | -9.0% | +42.9% | +35.7% |
| YTD | +25.2% | -29.2% | +54.4% | +33.6% |
| 1Y | +26.3% | -32.3% | +58.5% | +36.1% |
| 3Y | +85.8% | +72.4% | +13.4% | +62.3% |
| 5Y | +35.3% | +50.6% | -15.3% | +17.7% |
| 10Y | +231.8% | +335.2% | -103.5% | +130.4% |
| All | +231.8% | +356.4% | -124.7% | +130.4% |
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