+58.5%
WM vs SGI
+48.6%
+9.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.7% |
| 7D | +1.2% | -3.9% | +5.1% | +1.4% |
| 30D | +13.7% | +0.9% | +12.7% | +13.6% |
| 3M | +5.2% | -2.9% | +8.1% | +5.3% |
| 6M | +11.2% | -9.0% | +20.1% | +11.6% |
| YTD | +9.4% | -29.2% | +38.6% | +11.7% |
| 1Y | +20.4% | -32.3% | +52.6% | +23.3% |
| 3Y | +44.7% | +72.4% | -27.7% | +35.7% |
| 5Y | +58.5% | +50.6% | +7.8% | +49.1% |
| All | +58.5% | +48.6% | +9.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling