+7,079.8%
SU vs WAT
+10,644.3%
-3,564.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -1.0% | -0.7% | -0.2% | -0.8% |
| 30D | +13.7% | -1.0% | +14.7% | +13.8% |
| 3M | +8.0% | +10.9% | -2.9% | +5.5% |
| 6M | +21.0% | +33.2% | -12.2% | +13.1% |
| YTD | +56.2% | +6.1% | +50.2% | +52.2% |
| 1Y | +72.2% | +30.2% | +42.0% | +60.4% |
| 3Y | +118.1% | +52.9% | +65.2% | +91.6% |
| 5Y | +350.3% | -5.1% | +355.5% | +330.7% |
| 10Y | +248.5% | +152.6% | +95.8% | +169.0% |
| All | +7,079.8% | +10,644.3% | -3,564.5% | +3,955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling