+113.0%
SM vs WU
-51.6%
+164.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.1% | -5.0% | +7.1% | +3.5% |
| 30D | +18.1% | -2.3% | +20.4% | +18.6% |
| 3M | +17.0% | -3.2% | +20.2% | +15.8% |
| 6M | +55.4% | -25.0% | +80.5% | +67.1% |
| YTD | +108.6% | -21.7% | +130.2% | +120.3% |
| 1Y | +45.7% | -9.0% | +54.6% | +44.5% |
| 3Y | -0.3% | -28.9% | +28.5% | +6.0% |
| 5Y | +113.0% | -51.0% | +164.1% | +178.4% |
| All | +113.0% | -51.6% | +164.6% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling