+319.5%
SN vs WU
-21.1%
+340.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -9.3% | -0.8% | -8.5% | -9.0% |
| 30D | -4.8% | -1.1% | -3.7% | -4.5% |
| 3M | +40.4% | -3.9% | +44.3% | +40.3% |
| 6M | +50.9% | -20.7% | +71.6% | +63.1% |
| YTD | +54.9% | -18.4% | +73.3% | +64.2% |
| 1Y | +43.0% | -8.1% | +51.1% | +42.6% |
| 3Y | +391.8% | -24.2% | +416.0% | +354.9% |
| All | +319.5% | -21.1% | +340.6% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling