+87.7%
WDC vs SGI
-33.8%
+121.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | +16.3% | -10.7% | +27.0% | +20.7% |
| 30D | -18.3% | -3.6% | -14.7% | -17.7% |
| 3M | -31.4% | -5.4% | -26.0% | -30.7% |
| 6M | -36.3% | -7.0% | -29.2% | -35.3% |
| YTD | +80.8% | -31.6% | +112.5% | +100.0% |
| 1Y | +87.7% | -33.5% | +121.2% | +114.7% |
| All | +87.7% | -33.8% | +121.5% | +114.7% |
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