+265.2%
SU vs WAB
+296.8%
-31.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +8.4% | -4.1% | +12.5% | +10.5% |
| 3M | +12.1% | +8.2% | +3.9% | +6.8% |
| 6M | +19.7% | +15.4% | +4.3% | +8.8% |
| YTD | +58.4% | +33.1% | +25.3% | +33.3% |
| 1Y | +67.2% | +48.1% | +19.2% | +32.3% |
| 3Y | +125.0% | +167.7% | -42.7% | +25.8% |
| 5Y | +355.1% | +225.7% | +129.3% | +124.6% |
| All | +265.2% | +296.8% | -31.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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