+71.6%
SM vs WU
-18.0%
+89.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +5.4% | -20.7% | -14.8% |
| 7D | -21.5% | +8.2% | -29.7% | -20.9% |
| 30D | -11.4% | +8.0% | -19.4% | -10.8% |
| 3M | +0.6% | -6.6% | +7.3% | +0.9% |
| 6M | +0.2% | -23.3% | +23.5% | +3.4% |
| YTD | +69.7% | -22.4% | +92.1% | +73.8% |
| 1Y | +71.6% | -18.0% | +89.5% | +74.2% |
| All | +71.6% | -18.0% | +89.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling