+326.4%
WM vs SU
+218.9%
+107.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +1.2% | -10.2% | +11.4% | +2.6% |
| 30D | +13.7% | -6.2% | +19.9% | +14.5% |
| 3M | +5.2% | +8.7% | -3.5% | +3.8% |
| 6M | +11.2% | +7.2% | +4.0% | +9.6% |
| YTD | +9.4% | +55.9% | -46.5% | +2.4% |
| 1Y | +20.4% | +60.4% | -40.0% | +12.2% |
| 3Y | +44.7% | +125.2% | -80.5% | +27.2% |
| 5Y | +58.5% | +216.7% | -158.2% | +29.8% |
| 10Y | +326.4% | +223.9% | +102.5% | +237.0% |
| All | +326.4% | +218.9% | +107.4% | +237.0% |
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