+682.0%
WDC vs SGI
+318.6%
+363.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.5% |
| 7D | +16.3% | -10.7% | +27.0% | +21.6% |
| 30D | -18.3% | -3.6% | -14.7% | -17.7% |
| 3M | -31.4% | -5.4% | -26.0% | -30.8% |
| 6M | -36.3% | -7.0% | -29.2% | -35.5% |
| YTD | +80.8% | -31.6% | +112.5% | +105.2% |
| 1Y | +87.7% | -33.5% | +121.2% | +115.8% |
| 3Y | +819.4% | +66.5% | +753.0% | +614.3% |
| 5Y | +583.2% | +42.2% | +541.0% | +438.1% |
| All | +682.0% | +318.6% | +363.4% | +257.5% |
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 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