+338.3%
SU vs WAB
+221.8%
+116.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +8.4% | -4.1% | +12.5% | +10.2% |
| 3M | +12.1% | +8.2% | +3.9% | +7.6% |
| 6M | +19.7% | +15.4% | +4.3% | +10.2% |
| YTD | +58.4% | +33.1% | +25.3% | +35.5% |
| 1Y | +67.2% | +48.1% | +19.2% | +35.0% |
| 3Y | +125.0% | +167.7% | -42.7% | +26.5% |
| All | +338.3% | +221.8% | +116.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling