+510.0%
SO vs WU
-19.6%
+529.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -4.6% | -1.1% | -3.5% | -4.4% |
| 3M | -3.0% | -3.9% | +0.8% | -3.0% |
| 6M | -8.3% | -20.7% | +12.4% | -4.9% |
| YTD | +3.5% | -18.4% | +21.9% | +6.5% |
| 1Y | -0.9% | -8.1% | +7.1% | -1.0% |
| 3Y | +45.4% | -24.2% | +69.5% | +49.2% |
| 5Y | +59.6% | -50.4% | +110.1% | +76.7% |
| 10Y | +156.6% | -40.0% | +196.6% | +170.6% |
| All | +510.0% | -19.6% | +529.6% | +453.6% |
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