-13.9%
SM vs WU
-42.0%
+28.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -22.3% | +9.1% | -31.3% | -24.0% |
| 30D | -21.4% | +12.1% | -33.4% | -23.7% |
| 3M | +1.4% | +0.3% | +1.0% | +0.7% |
| 6M | +0.1% | -19.1% | +19.3% | +4.8% |
| YTD | +59.0% | -19.2% | +78.2% | +65.5% |
| 1Y | +64.3% | -15.3% | +79.6% | +68.1% |
| 3Y | -13.1% | -21.3% | +8.2% | -10.7% |
| 5Y | -13.9% | -41.7% | +27.8% | -7.0% |
| All | -13.9% | -42.0% | +28.1% | -7.0% |
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