+283.3%
WMB vs SGI
+318.6%
-35.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.5% |
| 7D | +8.1% | -10.7% | +18.8% | +10.9% |
| 30D | -6.9% | -3.6% | -3.3% | -6.6% |
| 3M | -5.1% | -5.4% | +0.3% | -4.7% |
| 6M | -5.7% | -7.0% | +1.3% | -5.7% |
| YTD | +18.1% | -31.6% | +49.7% | +26.3% |
| 1Y | +18.4% | -33.5% | +51.9% | +27.5% |
| 3Y | +122.7% | +66.5% | +56.3% | +81.3% |
| 5Y | +202.0% | +42.2% | +159.9% | +144.9% |
| All | +283.3% | +318.6% | -35.3% | +87.9% |
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