+18.4%
SM vs WU
-19.6%
+38.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +26.3% | -1.1% | +27.4% | +26.6% |
| 3M | +8.7% | -3.9% | +12.5% | +6.8% |
| 6M | +51.7% | -20.7% | +72.3% | +67.2% |
| YTD | +99.0% | -18.4% | +117.4% | +114.2% |
| 1Y | +34.6% | -8.1% | +42.7% | +31.3% |
| 3Y | -7.8% | -24.2% | +16.4% | -1.5% |
| 5Y | +104.8% | -50.4% | +155.2% | +177.2% |
| 10Y | +7.2% | -40.0% | +47.3% | +42.9% |
| All | +18.4% | -19.6% | +38.0% | +20.7% |
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