+2,138.7%
WMB vs SGI
+2,083.6%
+55.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | +8.5% | -8.0% | -1.6% |
| 30D | +3.3% | +0.7% | +2.6% | +2.8% |
| 3M | +3.1% | +0.6% | +2.5% | +2.1% |
| 6M | -0.7% | -17.9% | +17.2% | +2.6% |
| YTD | +25.2% | -21.2% | +46.3% | +30.1% |
| 1Y | +32.9% | -18.9% | +51.7% | +36.4% |
| 3Y | +140.6% | +52.6% | +87.9% | +103.4% |
| 5Y | +273.5% | +60.7% | +212.7% | +196.5% |
| 10Y | +334.2% | +278.1% | +56.1% | +137.0% |
| All | +2,138.7% | +2,083.6% | +55.1% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling