+113.2%
WDC vs SGOV
+3.1%
+110.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -18.3% | -0.2% | -18.1% | -17.0% |
| 30D | -26.7% | 0.0% | -26.7% | -22.8% |
| 3M | -40.9% | +0.3% | -41.3% | -19.9% |
| 6M | -26.8% | +1.2% | -28.0% | +39.8% |
| YTD | +88.2% | +2.5% | +85.7% | +271.6% |
| 1Y | +113.2% | +3.1% | +110.1% | +239.7% |
| All | +113.2% | +3.1% | +110.1% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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