+0.1%
SO vs WU
-11.2%
+11.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | -4.9% | +5.0% | 0.0% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | -4.2% | -3.6% | -0.6% | -3.9% |
| 6M | -7.7% | -24.3% | +16.7% | -8.0% |
| YTD | +3.8% | -21.1% | +24.9% | +3.5% |
| 1Y | +0.1% | -10.3% | +10.4% | +0.5% |
| All | +0.1% | -11.2% | +11.3% | +0.5% |
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