+51.7%
SM vs WU
-11.2%
+63.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.5% |
| 7D | -0.2% | -4.9% | +4.7% | -0.4% |
| 30D | +20.3% | -1.3% | +21.6% | +20.1% |
| 3M | +22.9% | -3.6% | +26.5% | +22.5% |
| 6M | +47.8% | -24.3% | +72.2% | +49.7% |
| YTD | +107.5% | -21.1% | +128.5% | +109.4% |
| 1Y | +51.7% | -10.3% | +62.0% | +53.2% |
| All | +51.7% | -11.2% | +63.0% | +53.2% |
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