+361.6%
SU vs WPM
+5,810.9%
-5,449.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.0% |
| 7D | +1.7% | -3.6% | +5.3% | +2.8% |
| 30D | +9.6% | +12.5% | -2.8% | +5.0% |
| 3M | +11.7% | +40.6% | -28.9% | -1.2% |
| 6M | +21.9% | +0.5% | +21.4% | +17.6% |
| YTD | +58.6% | +29.0% | +29.6% | +39.5% |
| 1Y | +66.5% | +43.8% | +22.7% | +40.0% |
| 3Y | +121.4% | +266.3% | -144.9% | +32.1% |
| 5Y | +355.7% | +255.1% | +100.6% | +168.2% |
| 10Y | +264.2% | +526.8% | -262.6% | +53.2% |
| All | +361.6% | +5,810.9% | -5,449.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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