+265.2%
SU vs GWW
+570.2%
-305.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +2.2% | -3.4% | +5.6% | +3.4% |
| 30D | +8.4% | -1.9% | +10.3% | +9.1% |
| 3M | +12.1% | -2.4% | +14.5% | +12.7% |
| 6M | +19.7% | +15.7% | +3.9% | +12.5% |
| YTD | +58.4% | +27.6% | +30.8% | +43.2% |
| 1Y | +67.2% | +27.2% | +40.0% | +51.0% |
| 3Y | +125.0% | +89.7% | +35.4% | +71.0% |
| 5Y | +355.1% | +223.9% | +131.1% | +173.0% |
| All | +265.2% | +570.2% | -305.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling