+43.0%
SN vs WU
-8.3%
+51.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -9.3% | -0.8% | -8.5% | -9.2% |
| 30D | -4.8% | -1.1% | -3.7% | -4.6% |
| 3M | +40.4% | -3.9% | +44.3% | +40.1% |
| 6M | +50.9% | -20.7% | +71.6% | +56.9% |
| YTD | +54.9% | -18.4% | +73.3% | +59.1% |
| 1Y | +43.0% | -8.1% | +51.1% | +41.0% |
| All | +43.0% | -8.3% | +51.3% | +41.0% |
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 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