+1,355.0%
WEC vs SGI
+1,798.9%
-443.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.5% | -5.3% | +6.8% | +1.8% |
| 30D | +10.2% | -2.1% | +12.2% | +10.3% |
| 3M | +7.6% | -8.2% | +15.7% | +8.1% |
| 6M | +6.6% | -4.6% | +11.2% | +6.7% |
| YTD | +14.4% | -31.5% | +45.9% | +16.7% |
| 1Y | +8.8% | -30.8% | +39.7% | +10.9% |
| 3Y | +63.3% | +67.2% | -3.9% | +56.3% |
| 5Y | +56.0% | +42.5% | +13.5% | +48.9% |
| 10Y | +193.5% | +321.9% | -128.4% | +151.7% |
| All | +1,355.0% | +1,798.9% | -443.8% | +850.9% |
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