+7,765.8%
SU vs WAB
+4,115.8%
+3,650.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | -1.0% | +1.7% | -2.6% | -1.5% |
| 30D | +13.7% | -2.4% | +16.1% | +14.5% |
| 3M | +8.0% | +9.7% | -1.6% | +4.0% |
| 6M | +21.0% | +16.5% | +4.5% | +13.4% |
| YTD | +56.2% | +33.7% | +22.5% | +39.5% |
| 1Y | +72.2% | +49.7% | +22.5% | +47.5% |
| 3Y | +118.1% | +170.9% | -52.8% | +50.9% |
| 5Y | +350.3% | +228.0% | +122.3% | +190.9% |
| 10Y | +248.5% | +284.8% | -36.3% | +107.2% |
| All | +7,765.8% | +4,115.8% | +3,650.0% | +2,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling