+58.7%
SO vs WU
-51.1%
+109.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +1.0% | -0.8% | +1.9% | +1.1% |
| 30D | -3.2% | -1.1% | -2.1% | -3.1% |
| 3M | -1.7% | -1.8% | +0.1% | -2.0% |
| 6M | -7.2% | -23.9% | +16.7% | -4.3% |
| YTD | +4.6% | -20.4% | +25.0% | +7.0% |
| 1Y | +1.2% | -10.6% | +11.8% | +1.3% |
| 3Y | +45.3% | -27.7% | +73.0% | +49.4% |
| 5Y | +58.7% | -51.1% | +109.8% | +70.0% |
| All | +58.7% | -51.1% | +109.8% | +70.0% |
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 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