+11.4%
WBD vs SGI
+270.1%
-258.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.7% | -4.5% | +3.7% | +0.7% |
| 30D | +1.4% | +4.2% | -2.8% | -0.1% |
| 3M | +4.4% | -7.4% | +11.8% | +6.1% |
| 6M | +0.8% | -15.1% | +15.9% | +4.1% |
| YTD | -2.7% | -24.7% | +22.0% | +3.7% |
| 1Y | +73.4% | -21.8% | +95.2% | +81.3% |
| 3Y | +142.1% | +50.0% | +92.1% | +103.6% |
| 5Y | +7.2% | +48.9% | -41.7% | -13.3% |
| All | +11.4% | +270.1% | -258.7% | -37.1% |
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