+450.0%
SN vs WU
-23.0%
+473.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.4% |
| 7D | +1.5% | -2.0% | +3.6% | +2.3% |
| 30D | +21.5% | +11.4% | +10.1% | +16.7% |
| 3M | +20.0% | -6.8% | +26.9% | +22.6% |
| 6M | +119.9% | -14.6% | +134.6% | +129.4% |
| YTD | +102.3% | -20.6% | +123.0% | +115.7% |
| 1Y | +148.0% | -15.4% | +163.4% | +156.2% |
| 3Y | +450.0% | -23.6% | +473.6% | +442.2% |
| All | +450.0% | -23.0% | +473.0% | +442.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling