+1,180.5%
WAT vs SGI
+2,083.6%
-903.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.3% | +8.5% | -9.8% | -2.7% |
| 30D | +2.3% | +0.7% | +1.7% | +2.1% |
| 3M | +8.7% | +0.6% | +8.1% | +8.4% |
| 6M | +28.3% | -17.9% | +46.3% | +32.1% |
| YTD | +7.8% | -21.2% | +29.0% | +11.5% |
| 1Y | +36.6% | -18.9% | +55.5% | +40.4% |
| 3Y | +45.7% | +52.6% | -7.0% | +33.9% |
| 5Y | -3.3% | +60.7% | -64.0% | -13.6% |
| 10Y | +162.1% | +278.1% | -116.0% | +90.2% |
| All | +1,180.5% | +2,083.6% | -903.1% | +540.3% |
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 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