-73.1%
SMR vs WU
-8.3%
-64.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | +3.4% | -1.1% | +4.5% | +3.6% |
| 3M | -19.2% | -3.9% | -15.3% | -20.7% |
| 6M | -22.6% | -20.7% | -2.0% | -19.8% |
| YTD | -31.5% | -18.4% | -13.2% | -29.1% |
| 1Y | -73.1% | -8.1% | -65.0% | -73.5% |
| All | -73.1% | -8.3% | -64.8% | -73.5% |
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