+483.4%
WFC vs SGI
+2,083.6%
-1,600.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.8% | +8.5% | -4.8% | +1.3% |
| 30D | +1.5% | +0.7% | +0.8% | +1.1% |
| 3M | +10.9% | +0.6% | +10.3% | +10.0% |
| 6M | +8.4% | -17.9% | +26.4% | +13.4% |
| YTD | -1.9% | -21.2% | +19.3% | +3.5% |
| 1Y | +12.3% | -18.9% | +31.2% | +16.9% |
| 3Y | +132.3% | +52.6% | +79.7% | +96.4% |
| 5Y | +130.1% | +60.7% | +69.4% | +84.2% |
| 10Y | +134.4% | +278.1% | -143.7% | +25.2% |
| All | +483.4% | +2,083.6% | -1,600.1% | +14.0% |
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 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