+1,848.7%
WMB vs SGI
+1,905.4%
-56.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.1% |
| 7D | -13.8% | +1.0% | -14.8% | -14.3% |
| 30D | -10.3% | +3.9% | -14.2% | -11.7% |
| 3M | -10.1% | -0.8% | -9.2% | -10.7% |
| 6M | -11.8% | -18.0% | +6.1% | -9.0% |
| YTD | +8.9% | -27.6% | +36.6% | +15.0% |
| 1Y | +14.0% | -27.2% | +41.2% | +20.0% |
| 3Y | +100.5% | +76.0% | +24.5% | +62.7% |
| 5Y | +179.5% | +50.0% | +129.5% | +124.8% |
| 10Y | +272.7% | +399.1% | -126.3% | +90.0% |
| All | +1,848.7% | +1,905.4% | -56.7% | +413.1% |
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 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