+303.5%
WM vs SU
+267.8%
+35.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -5.3% | +9.6% | -15.0% | -6.5% |
| 3M | -4.2% | +11.7% | -16.0% | -5.8% |
| 6M | -8.1% | +21.9% | -30.0% | -10.8% |
| YTD | -1.4% | +58.6% | -60.1% | -7.8% |
| 1Y | +0.2% | +66.5% | -66.3% | -6.9% |
| 3Y | +43.1% | +121.4% | -78.3% | +26.5% |
| 5Y | +49.8% | +355.7% | -305.9% | +16.2% |
| All | +303.5% | +267.8% | +35.7% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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