+547.8%
SO vs WU
-20.5%
+568.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.1% | +9.1% | -10.2% | -2.8% |
| 30D | +8.6% | +12.1% | -3.5% | +6.1% |
| 3M | +1.8% | +0.3% | +1.4% | +1.5% |
| 6M | +3.6% | -19.1% | +22.8% | +7.0% |
| YTD | +9.9% | -19.2% | +29.2% | +13.1% |
| 1Y | +5.7% | -15.3% | +21.0% | +7.5% |
| 3Y | +52.5% | -21.3% | +73.8% | +55.3% |
| 5Y | +77.3% | -41.7% | +119.0% | +89.4% |
| 10Y | +186.8% | -36.0% | +222.8% | +198.7% |
| All | +547.8% | -20.5% | +568.3% | +488.0% |
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 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