+345.7%
WM vs SGI
+419.1%
-73.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.4% |
| 7D | +4.5% | +5.3% | -0.8% | +4.0% |
| 30D | +16.1% | +8.2% | +7.9% | +15.2% |
| 3M | +8.0% | -2.2% | +10.2% | +8.1% |
| 6M | +8.4% | -8.4% | +16.8% | +8.8% |
| YTD | +11.2% | -23.4% | +34.7% | +13.2% |
| 1Y | +22.3% | -14.0% | +36.3% | +23.0% |
| 3Y | +50.2% | +78.8% | -28.5% | +39.2% |
| 5Y | +63.3% | +58.6% | +4.7% | +50.1% |
| All | +345.7% | +419.1% | -73.4% | +260.9% |
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