+125.0%
SU vs WSM
+230.1%
-105.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.2% |
| 7D | +2.2% | -0.5% | +2.8% | +2.3% |
| 30D | +8.4% | -7.7% | +16.2% | +8.9% |
| 3M | +12.1% | +3.8% | +8.3% | +11.6% |
| 6M | +19.7% | +22.7% | -3.0% | +17.3% |
| YTD | +58.4% | +28.0% | +30.4% | +54.2% |
| 1Y | +67.2% | +12.7% | +54.5% | +64.9% |
| 3Y | +125.0% | +231.3% | -106.2% | +94.9% |
| All | +125.0% | +230.1% | -105.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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