+595.8%
WDC vs SGI
+48.6%
+547.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +2.0% |
| 7D | -16.7% | -3.9% | -12.8% | -15.4% |
| 30D | -27.2% | +0.9% | -28.2% | -28.1% |
| 3M | -34.0% | -2.9% | -31.1% | -34.0% |
| 6M | -39.7% | -9.0% | -30.8% | -38.4% |
| YTD | +68.1% | -29.2% | +97.2% | +89.8% |
| 1Y | +66.3% | -32.3% | +98.6% | +92.0% |
| 3Y | +754.4% | +72.4% | +682.0% | +532.8% |
| 5Y | +595.8% | +50.6% | +545.1% | +391.7% |
| All | +595.8% | +48.6% | +547.1% | +391.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling