+88.5%
WDC vs SGI
-33.4%
+121.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -5.3% | +17.4% | +14.1% |
| 30D | -18.8% | -2.1% | -16.7% | -18.7% |
| 3M | -39.3% | -8.2% | -31.1% | -37.9% |
| 6M | -40.1% | -4.6% | -35.6% | -39.9% |
| YTD | +71.8% | -31.5% | +103.3% | +88.6% |
| 1Y | +88.5% | -30.8% | +119.3% | +104.9% |
| All | +88.5% | -33.4% | +121.9% | +104.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling