+548.4%
SO vs WU
-19.5%
+567.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -0.1% | +11.0% | -11.1% | -2.2% |
| 30D | +8.7% | +13.4% | -4.7% | +5.9% |
| 3M | +3.4% | +2.2% | +1.1% | +2.7% |
| 6M | +3.7% | -18.2% | +21.9% | +6.8% |
| YTD | +10.0% | -18.3% | +28.3% | +12.9% |
| 1Y | +6.6% | -12.2% | +18.8% | +7.7% |
| 3Y | +52.5% | -20.8% | +73.3% | +55.1% |
| 5Y | +76.1% | -42.6% | +118.6% | +88.7% |
| 10Y | +194.9% | -35.5% | +230.3% | +206.6% |
| All | +548.4% | -19.5% | +567.9% | +487.1% |
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