+1,391.1%
WAT vs SGI
+1,971.1%
-580.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.6% |
| 7D | +6.0% | -0.2% | +6.3% | +6.0% |
| 30D | +9.9% | +6.6% | +3.3% | +8.5% |
| 3M | +17.2% | +1.8% | +15.3% | +16.4% |
| 6M | +34.2% | -3.9% | +38.1% | +34.4% |
| YTD | +25.5% | -25.2% | +50.7% | +30.8% |
| 1Y | +28.3% | -26.7% | +55.0% | +34.0% |
| 3Y | +88.4% | +86.8% | +1.6% | +67.5% |
| 5Y | +36.1% | +56.6% | -20.5% | +22.1% |
| 10Y | +234.8% | +384.3% | -149.5% | +135.5% |
| All | +1,391.1% | +1,971.1% | -580.0% | +650.6% |
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