+125.4%
SU vs WAT
+52.2%
+73.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.7% | -2.9% | +4.5% | +1.8% |
| 30D | +9.6% | -3.2% | +12.8% | +9.8% |
| 3M | +11.7% | +10.6% | +1.1% | +11.1% |
| 6M | +21.9% | +34.0% | -12.1% | +19.2% |
| YTD | +58.6% | +5.7% | +52.9% | +58.2% |
| 1Y | +66.5% | +37.1% | +29.5% | +61.1% |
| All | +125.4% | +52.2% | +73.2% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling