+52.5%
SO vs WU
-21.7%
+74.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.1% | +9.1% | -10.2% | -1.8% |
| 30D | +8.6% | +12.1% | -3.5% | +7.6% |
| 3M | +1.8% | +0.3% | +1.4% | +1.6% |
| 6M | +3.6% | -19.1% | +22.8% | +5.1% |
| YTD | +9.9% | -19.2% | +29.2% | +11.3% |
| 1Y | +5.7% | -15.3% | +21.0% | +6.3% |
| 3Y | +52.5% | -21.3% | +73.8% | +54.0% |
| All | +52.5% | -21.7% | +74.2% | +54.0% |
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