+117.9%
WFC vs SGI
+337.7%
-219.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -10.5% | +9.2% | +1.6% |
| 30D | +3.6% | +0.1% | +3.4% | +3.3% |
| 3M | -1.3% | -4.0% | +2.7% | -0.7% |
| 6M | +18.0% | -5.6% | +23.6% | +18.6% |
| YTD | -5.9% | -29.5% | +23.6% | +1.7% |
| 1Y | +1.8% | -31.5% | +33.3% | +10.7% |
| 3Y | +125.0% | +71.6% | +53.4% | +86.7% |
| 5Y | +92.0% | +50.5% | +41.4% | +58.3% |
| 10Y | +117.9% | +333.9% | -216.0% | +26.4% |
| All | +117.9% | +337.7% | -219.8% | +26.4% |
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