+158.9%
SN vs WU
-18.0%
+176.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +2.7% |
| 7D | +10.6% | +8.2% | +2.4% | +8.4% |
| 30D | +20.0% | +8.0% | +12.0% | +17.6% |
| 3M | +30.4% | -6.6% | +37.0% | +32.2% |
| 6M | +91.0% | -23.3% | +114.2% | +102.0% |
| YTD | +95.9% | -22.4% | +118.3% | +104.4% |
| 1Y | +158.9% | -18.0% | +176.9% | +160.5% |
| All | +158.9% | -18.0% | +176.9% | +160.5% |
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