+9.2%
WBD vs SGI
+330.1%
-320.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +46.1% | -35.2% | -1.1% |
| 7D | +10.9% | +46.1% | -35.2% | -1.1% |
| 30D | +10.9% | +46.1% | -35.2% | -1.1% |
| 3M | +10.9% | +46.1% | -35.2% | -1.1% |
| 6M | +10.9% | +46.1% | -35.2% | -1.1% |
| YTD | +10.9% | +46.1% | -35.2% | -1.1% |
| 1Y | +10.9% | +46.1% | -35.2% | -1.1% |
| 3Y | +10.9% | +46.1% | -35.2% | -1.1% |
| 5Y | +18.4% | +44.9% | -26.6% | +5.7% |
| All | +9.2% | +330.1% | -320.9% | -33.2% |
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