+35.3%
WAT vs SGI
-8.4%
+43.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.7% | -10.5% | +11.2% | +2.9% |
| 30D | +9.0% | +0.1% | +8.8% | +8.6% |
| 3M | +13.5% | -4.0% | +17.4% | +14.0% |
| 6M | +35.3% | -5.6% | +40.9% | +36.0% |
| All | +35.3% | -8.4% | +43.7% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling