+337.0%
SYY vs WU
-21.6%
+358.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -2.8% | -0.8% | -1.9% | -2.6% |
| 30D | -5.3% | -1.1% | -4.1% | -5.1% |
| 3M | +5.1% | -1.8% | +6.9% | +4.1% |
| 6M | -5.0% | -23.9% | +18.9% | +1.4% |
| YTD | +10.7% | -20.4% | +31.1% | +16.1% |
| 1Y | +0.7% | -10.6% | +11.3% | +1.1% |
| 3Y | +24.0% | -27.7% | +51.8% | +31.1% |
| 5Y | +19.3% | -51.1% | +70.4% | +40.2% |
| 10Y | +96.4% | -40.7% | +137.1% | +116.2% |
| All | +337.0% | -21.6% | +358.6% | +298.7% |
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