+338.3%
SU vs BWA
+87.2%
+251.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +8.4% | -2.9% | +11.4% | +9.1% |
| 3M | +12.1% | -10.7% | +22.8% | +15.0% |
| 6M | +19.7% | +26.5% | -6.8% | +10.7% |
| YTD | +58.4% | +49.1% | +9.3% | +37.2% |
| 1Y | +67.2% | +52.1% | +15.2% | +43.4% |
| 3Y | +125.0% | +72.6% | +52.5% | +78.9% |
| All | +338.3% | +87.2% | +251.1% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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