+439.5%
SN vs WU
-21.7%
+461.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.4% |
| 7D | +7.2% | +11.7% | -4.5% | +2.8% |
| 30D | +20.4% | +12.6% | +7.8% | +15.1% |
| 3M | +23.9% | -0.5% | +24.4% | +23.6% |
| 6M | +93.0% | -18.2% | +111.2% | +105.5% |
| YTD | +99.2% | -19.0% | +118.2% | +111.1% |
| 1Y | +142.6% | -16.7% | +159.3% | +153.1% |
| 3Y | +398.8% | -21.0% | +419.8% | +402.3% |
| All | +439.5% | -21.7% | +461.1% | +373.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling