+642.9%
WDC vs SGI
+319.5%
+323.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -5.3% | +17.4% | +14.5% |
| 30D | -18.8% | -2.1% | -16.7% | -18.8% |
| 3M | -39.3% | -8.2% | -31.1% | -38.0% |
| 6M | -40.1% | -4.6% | -35.6% | -40.0% |
| YTD | +71.8% | -31.5% | +103.3% | +94.7% |
| 1Y | +88.5% | -30.8% | +119.3% | +113.1% |
| 3Y | +770.0% | +67.2% | +702.8% | +574.6% |
| 5Y | +549.0% | +42.5% | +506.5% | +410.7% |
| All | +642.9% | +319.5% | +323.3% | +239.3% |
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