+296.4%
WBD vs SGI
+1,264.8%
-968.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.7% | +9.3% | -10.0% | -2.8% |
| 30D | +5.0% | +6.9% | -1.9% | +3.2% |
| 3M | +6.2% | +2.8% | +3.4% | +4.9% |
| 6M | +0.6% | -12.6% | +13.2% | +2.4% |
| YTD | -2.4% | -21.5% | +19.1% | +1.4% |
| 1Y | +127.7% | -18.8% | +146.4% | +133.7% |
| 3Y | +148.4% | +60.8% | +87.6% | +117.1% |
| 5Y | +4.2% | +60.0% | -55.8% | -10.5% |
| 10Y | +10.8% | +267.8% | -257.0% | -27.2% |
| All | +296.4% | +1,264.8% | -968.4% | +51.5% |
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