+7,132.7%
WDC vs SGI
+2,083.6%
+5,049.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.7% |
| 7D | +1.7% | +8.5% | -6.8% | -0.9% |
| 30D | -10.0% | +0.7% | -10.6% | -10.2% |
| 3M | -18.8% | +0.6% | -19.4% | -19.2% |
| 6M | +79.0% | -17.9% | +97.0% | +88.7% |
| YTD | +171.6% | -21.2% | +192.7% | +188.5% |
| 1Y | +417.4% | -18.9% | +436.2% | +443.2% |
| 3Y | +1,251.8% | +52.6% | +1,199.2% | +1,058.7% |
| 5Y | +911.7% | +60.7% | +851.0% | +732.0% |
| 10Y | +1,399.6% | +278.1% | +1,121.5% | +767.0% |
| All | +7,132.7% | +2,083.6% | +5,049.1% | +1,938.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling