+1,228.2%
WDC vs SGI
+266.5%
+961.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.2% |
| 7D | +4.4% | -4.9% | +9.3% | +6.5% |
| 30D | +5.3% | +1.6% | +3.7% | +4.3% |
| 3M | -5.9% | -3.2% | -2.8% | -5.3% |
| 6M | +73.2% | -16.0% | +89.3% | +83.4% |
| YTD | +167.8% | -25.4% | +193.3% | +195.4% |
| 1Y | +386.0% | -21.6% | +407.6% | +423.4% |
| 3Y | +1,309.7% | +52.9% | +1,256.8% | +1,045.9% |
| 5Y | +957.1% | +47.5% | +909.6% | +733.5% |
| All | +1,228.2% | +266.5% | +961.7% | +521.6% |
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