+2.5%
WFC vs SGI
-10.7%
+13.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +0.9% |
| 7D | +4.5% | +12.1% | -7.6% | +2.2% |
| 30D | +7.4% | +12.1% | -4.7% | +4.9% |
| 3M | -0.5% | +0.4% | -0.9% | -1.0% |
| 6M | +11.7% | -4.0% | +15.7% | +11.4% |
| YTD | -4.6% | -21.2% | +16.6% | -1.8% |
| 1Y | +2.5% | -12.1% | +14.6% | +6.0% |
| All | +2.5% | -10.7% | +13.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling