+229.5%
SU vs WU
-22.3%
+251.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.1% |
| 7D | +1.6% | -4.9% | +6.5% | +3.9% |
| 30D | +10.7% | -1.3% | +12.0% | +11.1% |
| 3M | +13.5% | -3.6% | +17.1% | +12.3% |
| 6M | +21.8% | -24.3% | +46.2% | +34.2% |
| YTD | +58.8% | -21.1% | +79.9% | +70.4% |
| 1Y | +72.0% | -10.3% | +82.3% | +71.3% |
| 3Y | +121.7% | -28.4% | +150.1% | +137.4% |
| 5Y | +350.4% | -51.2% | +401.6% | +467.3% |
| 10Y | +264.7% | -39.6% | +304.3% | +290.3% |
| All | +229.5% | -22.3% | +251.8% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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