+26,336.4%
WM vs SU
+60,256.6%
-33,920.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | -0.3% |
| 30D | -2.4% | +7.9% | -10.2% | -2.4% |
| 3M | +0.4% | +3.5% | -3.1% | +0.4% |
| 6M | -9.5% | +19.0% | -28.4% | -9.5% |
| YTD | +0.5% | +55.0% | -54.5% | +0.4% |
| 1Y | -1.1% | +71.2% | -72.3% | -1.2% |
| 3Y | +46.0% | +117.4% | -71.4% | +45.8% |
| 5Y | +51.8% | +335.2% | -283.3% | +51.4% |
| 10Y | +307.5% | +248.7% | +58.8% | +306.4% |
| All | +26,336.4% | +60,256.6% | -33,920.2% | +25,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling