+193.2%
WEC vs SGI
+337.7%
-144.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.5% | -10.5% | +9.9% | -0.1% |
| 30D | +12.0% | +0.1% | +11.8% | +12.0% |
| 3M | +11.1% | -4.0% | +15.0% | +11.2% |
| 6M | +6.0% | -5.6% | +11.6% | +6.1% |
| YTD | +14.3% | -29.5% | +43.8% | +15.4% |
| 1Y | +8.0% | -31.5% | +39.5% | +9.2% |
| 3Y | +62.8% | +71.6% | -8.8% | +59.4% |
| 5Y | +55.3% | +50.5% | +4.8% | +51.2% |
| 10Y | +193.2% | +333.9% | -140.7% | +200.3% |
| All | +193.2% | +337.7% | -144.5% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling