+328.1%
WM vs SGI
+397.2%
-69.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.6% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | +13.1% | +3.9% | +9.2% | +12.6% |
| 3M | +3.6% | -0.8% | +4.4% | +3.6% |
| 6M | +8.1% | -18.0% | +26.0% | +9.6% |
| YTD | +8.9% | -27.6% | +36.5% | +11.5% |
| 1Y | +20.3% | -27.2% | +47.6% | +23.0% |
| 3Y | +46.2% | +76.0% | -29.8% | +35.6% |
| 5Y | +59.9% | +50.0% | +9.9% | +47.7% |
| All | +328.1% | +397.2% | -69.1% | +249.3% |
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