+86.2%
SU vs WAT
+32.9%
+53.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.3% |
| 7D | -7.1% | -1.9% | -5.1% | -7.3% |
| 30D | +4.8% | +6.2% | -1.5% | +5.6% |
| 3M | +12.5% | +18.1% | -5.6% | +14.7% |
| 6M | +6.5% | +54.9% | -48.4% | +11.0% |
| YTD | +65.8% | +23.1% | +42.7% | +70.7% |
| 1Y | +86.2% | +27.3% | +58.9% | +91.8% |
| All | +86.2% | +32.9% | +53.2% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling