+324.8%
WM vs SGI
+337.7%
-12.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +0.8% | -10.5% | +11.2% | +1.8% |
| 30D | +13.8% | +0.1% | +13.7% | +13.7% |
| 3M | +6.4% | -4.0% | +10.4% | +6.7% |
| 6M | +13.2% | -5.6% | +18.8% | +13.4% |
| YTD | +10.8% | -29.5% | +40.3% | +13.6% |
| 1Y | +20.2% | -31.5% | +51.7% | +23.6% |
| 3Y | +46.5% | +71.6% | -25.2% | +36.2% |
| 5Y | +61.3% | +50.5% | +10.7% | +48.9% |
| 10Y | +324.8% | +333.9% | -9.1% | +248.2% |
| All | +324.8% | +337.7% | -12.9% | +248.2% |
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