+46.2%
WM vs SU
+122.8%
-76.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.2% | -13.4% | +14.7% | +2.2% |
| 30D | +13.1% | +0.9% | +12.2% | +12.8% |
| 3M | +3.6% | +12.8% | -9.1% | +2.4% |
| 6M | +8.1% | +8.3% | -0.2% | +7.0% |
| YTD | +8.9% | +58.2% | -49.3% | +4.7% |
| 1Y | +20.3% | +67.1% | -46.8% | +15.3% |
| 3Y | +46.2% | +125.6% | -79.4% | +39.6% |
| All | +46.2% | +122.8% | -76.7% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling