+265.2%
SU vs WY
+7.6%
+257.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +2.2% | -4.2% | +6.4% | +4.2% |
| 30D | +8.4% | -10.1% | +18.5% | +13.5% |
| 3M | +12.1% | -8.5% | +20.6% | +15.6% |
| 6M | +19.7% | -3.3% | +23.0% | +19.2% |
| YTD | +58.4% | -4.4% | +62.8% | +57.8% |
| 1Y | +67.2% | -11.5% | +78.7% | +72.2% |
| 3Y | +125.0% | -24.3% | +149.4% | +142.6% |
| 5Y | +355.1% | -21.3% | +376.4% | +368.5% |
| All | +265.2% | +7.6% | +257.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling