+142.4%
WFC vs SGI
+263.3%
-120.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.9% | +2.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +2.5% | +5.5% | -3.1% | +0.9% |
| 3M | +10.0% | -3.6% | +13.6% | +10.5% |
| 6M | +15.1% | -15.0% | +30.1% | +18.8% |
| YTD | -2.2% | -23.0% | +20.8% | +3.4% |
| 1Y | +13.5% | -18.4% | +31.9% | +17.6% |
| 3Y | +135.2% | +57.8% | +77.5% | +100.4% |
| 5Y | +128.3% | +51.5% | +76.9% | +89.1% |
| 10Y | +142.4% | +275.2% | -132.8% | +41.7% |
| All | +142.4% | +263.3% | -120.9% | +41.7% |
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