+7.8%
WBD vs SGI
+45.9%
-38.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.4% |
| 7D | -0.6% | -4.9% | +4.3% | +1.5% |
| 30D | +4.2% | +1.6% | +2.6% | +3.1% |
| 3M | +7.5% | -3.2% | +10.7% | +7.5% |
| 6M | +1.6% | -16.0% | +17.6% | +6.6% |
| YTD | -2.2% | -25.4% | +23.3% | +7.5% |
| 1Y | +124.9% | -21.6% | +146.5% | +138.1% |
| 3Y | +149.1% | +52.9% | +96.3% | +82.1% |
| 5Y | +7.8% | +47.5% | -39.7% | -35.1% |
| All | +7.8% | +45.9% | -38.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling