+285.0%
WMB vs SGI
+56.1%
+228.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +4.6% | +5.5% | -0.9% | +3.9% |
| 3M | +5.7% | -3.6% | +9.3% | +5.9% |
| 6M | +4.2% | -15.0% | +19.2% | +5.7% |
| YTD | +26.8% | -23.0% | +49.9% | +30.2% |
| 1Y | +34.7% | -18.4% | +53.1% | +36.8% |
| 3Y | +146.8% | +57.8% | +89.0% | +124.7% |
| 5Y | +285.0% | +51.5% | +233.6% | +237.8% |
| All | +285.0% | +56.1% | +228.9% | +237.8% |
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