+31.7%
WEC vs SGI
+61.8%
-30.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +0.8% | +9.3% | -8.5% | +0.2% |
| 30D | +0.3% | +6.9% | -6.5% | -0.1% |
| 3M | -2.9% | +2.8% | -5.8% | -3.2% |
| 6M | -5.9% | -12.6% | +6.7% | -5.3% |
| YTD | +4.1% | -21.5% | +25.7% | +5.5% |
| 1Y | +3.1% | -18.8% | +21.9% | +4.1% |
| 3Y | +40.8% | +60.8% | -20.1% | +34.2% |
| 5Y | +31.7% | +60.0% | -28.3% | +20.5% |
| All | +31.7% | +61.8% | -30.1% | +20.5% |
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