+338.3%
SU vs WAT
-3.5%
+341.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +8.4% | -1.9% | +10.3% | +8.6% |
| 3M | +12.1% | +13.5% | -1.4% | +10.2% |
| 6M | +19.7% | +37.2% | -17.6% | +14.1% |
| YTD | +58.4% | +7.5% | +50.9% | +56.2% |
| 1Y | +67.2% | +35.0% | +32.2% | +58.3% |
| 3Y | +125.0% | +55.1% | +70.0% | +102.0% |
| All | +338.3% | -3.5% | +341.8% | +328.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling