+19.9%
SM vs WU
-39.1%
+59.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | +4.6% | -3.5% | +8.0% | +6.8% |
| 30D | +18.2% | -2.9% | +21.2% | +19.8% |
| 3M | +22.5% | -2.3% | +24.8% | +18.6% |
| 6M | +50.6% | -25.4% | +75.9% | +73.5% |
| YTD | +108.1% | -21.2% | +129.3% | +129.5% |
| 1Y | +46.0% | -8.9% | +54.9% | +42.0% |
| 3Y | +2.9% | -29.0% | +31.8% | +14.5% |
| 5Y | +112.6% | -50.7% | +163.3% | +203.7% |
| All | +19.9% | -39.1% | +59.0% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling