+6.5%
SM vs WU
-22.9%
+29.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.9% |
| 7D | +10.6% | -5.3% | +15.9% | +14.1% |
| 30D | -15.0% | +9.0% | -24.0% | -20.8% |
| 3M | +1.7% | -3.6% | +5.2% | +1.3% |
| 6M | +5.9% | -19.4% | +25.3% | +13.8% |
| YTD | +79.0% | -21.7% | +100.7% | +93.3% |
| 1Y | +84.7% | -16.1% | +100.8% | +89.8% |
| 3Y | -3.5% | -24.1% | +20.7% | +1.3% |
| 5Y | +4.9% | -44.1% | +49.1% | +27.2% |
| 10Y | +17.7% | -39.6% | +57.3% | +52.9% |
| All | +6.5% | -22.9% | +29.4% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling