+338.3%
SU vs WWD
+184.1%
+154.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.7% |
| 30D | +8.4% | -6.9% | +15.4% | +9.8% |
| 3M | +12.1% | -13.0% | +25.1% | +14.2% |
| 6M | +19.7% | -12.5% | +32.1% | +20.8% |
| YTD | +58.4% | +11.8% | +46.6% | +48.9% |
| 1Y | +67.2% | +41.1% | +26.2% | +46.1% |
| 3Y | +125.0% | +163.1% | -38.0% | +56.7% |
| All | +338.3% | +184.1% | +154.2% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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