+330.3%
WM vs SGI
+319.5%
+10.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.2% | -5.3% | +8.5% | +3.7% |
| 30D | +13.0% | -2.1% | +15.1% | +13.2% |
| 3M | +9.2% | -8.2% | +17.4% | +9.9% |
| 6M | +13.6% | -4.6% | +18.2% | +13.7% |
| YTD | +12.4% | -31.5% | +43.9% | +15.6% |
| 1Y | +21.2% | -30.8% | +52.0% | +24.5% |
| 3Y | +48.7% | +67.2% | -18.5% | +38.5% |
| 5Y | +61.9% | +42.5% | +19.4% | +50.2% |
| All | +330.3% | +319.5% | +10.8% | +253.5% |
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